7. Using the information about zero-coupon bond prices and oil forward prices in Table 9, construct the
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7. Using the information about zero-coupon bond prices and oil forward prices in Table 9, construct the set of swap prices for oil for 1 through 8 quarters.
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Derivatives Markets Pearson New International Edition
ISBN: 978-1292021256
3rd Edition
Authors: Robert L. Mcdonald
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