What final condition (payoff) should be applied to the bond pricing equation for a swap, cap, floor,

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What final condition (payoff) should be applied to the bond pricing equation for a swap, cap, floor, zero-coupon bond, coupon bond and a bond option?

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:58 AM

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What final condition (payoff) should be applied to the bond pricing equation for a swap, cap, floor,

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Understanding ZeroCoupon Bonds When the bond matures the bond...View the full answer

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