How would you price a floater with a spread on observed interest rates?

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An Introduction To Financial Markets A Quantitative Approach

ISBN: 9781118014776

1st Edition

Authors: Paolo Brandimarte

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Question Posted: Apr 02, 2024 07:00 AM

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How would you price a floater with a spread on observed interest rates?

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Pricing a floater with a spread on observed interest rates involves determining the value of the floatingrate security considering the spread over a b...View the full answer

An Introduction To Financial Markets A Quantitative Approach

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