Discuss how fixed income derivatives valuation has changed as a result of the interest rate market dynamics

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Discuss how fixed income derivatives valuation has changed as a result of the interest rate market dynamics during and after the financial crisis of 2007– 2008.

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Debt Markets And Investments

ISBN: 9780190877439

1st Edition

Authors: H. Kent Baker, Greg Filbeck, Andrew C. Spieler

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Question Posted: Dec 07, 2023 03:23 AM

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Discuss how fixed income derivatives valuation has changed as a result of the interest rate market dynamics

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The most important and disruptive change is the dismissal of LIBOR as the choice of the risk free di...View the full answer

Debt Markets And Investments

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