=+33. Replicate a payer IRS using a coupon bond and a floating rate note. Then obtain the

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=+33. Replicate a payer IRS using a coupon bond and a floating rate note.

Then obtain the IRS price (4.19) as a result of this replication.

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Introductory Course On Financial Mathematics

ISBN: 9781908977380

1st Edition

Authors: M V Tretyakov

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Question Posted: Oct 23, 2024 08:06 AM

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=+33. Replicate a payer IRS using a coupon bond and a floating rate note. Then obtain the IRS price (4.19) as a result of this replication.
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=+33. Replicate a payer IRS using a coupon bond and a floating rate note. Then obtain the

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Introductory Course On Financial Mathematics

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