Convince yourself that f(t, t) = r(t) has to hold.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Jul 19, 2024 02:04 PM

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Convince yourself that f(t, t) = r(t) has to hold.

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Because ft t is the rate th...View the full answer

A First Course in Quantitative Finance

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