What is the impact on the value of a swap if, ceteris paribus, the volatility of interest

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What is the impact on the value of a swap if, ceteris paribus, the volatility of interest rates rises?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 11, 2024 09:03 AM

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What is the impact on the value of a swap if, ceteris paribus, the volatility of interest

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A swap does not contain any optionalities that make it ...View the full answer

Derivatives Principles And Practice

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