Explain carefully how you would use (a) spot volatilities and (b) flat volatilities to value a fiveyear

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Explain carefully how you would use

(a) spot volatilities and

(b) flat volatilities to value a fiveyear cap.

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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Explain carefully how you would use (a) spot volatilities and (b) flat volatilities to value a fiveyear

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Options Futures And Other Derivatives

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