Exercise 4.2.12 Show that theMDof a floating-rate instrument cannot exceed the first reset date.

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

1st Edition

Authors: Yuh-Dauh Lyuu

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Question Posted: Oct 26, 2024 12:00 PM

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Exercise 4.2.12 Show that theMDof a floating-rate instrument cannot exceed the first reset date.
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Exercise 4.2.12 Show that theMDof a floating-rate instrument cannot exceed the first reset date.

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Financial Engineering And Computation Principles Mathematics Algorithms

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