Exercise 30.2.1 Repeat the calculations in the text by using the following formula: (initial LIBOR50 basis points)+1.5(change
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Exercise 30.2.1 Repeat the calculations in the text by using the following formula:
(initial LIBOR−50 basis points)+1.5×(change in LIBOR).
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Related Book For
Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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