=+36. Find the value of the payer swap p (t) at t [Ti1, Ti ), i

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=+36. Find the value of the payer swap Πp

(t) at t ∈ [Ti–1, Ti

), i = 1, . . . , n, entered into at time s ≤ T0

___________________ 1This was price of oil in Autumn 2009.

2For further reading, see e.g., Kolb (2003).

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Introductory Course On Financial Mathematics

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1st Edition

Authors: M V Tretyakov

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=+36. Find the value of the payer swap p (t) at t [Ti1, Ti ), i

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Introductory Course On Financial Mathematics

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