Using the information about zero-coupon bond prices and oil forward prices in Table 8.9, construct the set

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Using the information about zero-coupon bond prices and oil forward prices in Table 8.9, construct the set of swap prices for oil for 1 through 8 quarters.

 LO.1

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Derivatives Markets

ISBN: 978-0321280305

2nd Edition

Authors: Robert L. McDonald

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