Explain why a plain vanilla interest rate swap and the compounding swap in Section 32.2 can be

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Explain why a plain vanilla interest rate swap and the compounding swap in Section 32.2 can be valued using the "assume forward rates are realized" rule, but a LIBOR-in- arrears swap in Section 32.4 cannot.P-987

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 22, 2024 06:03 AM

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Explain why a plain vanilla interest rate swap and the compounding swap in Section 32.2 can be

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Options Futures And Other Derivatives

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