3. What follows is the description of a rather complex swap structured by a bank. The structure...

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3. What follows is the description of a rather complex swap structured by a bank. The structure is sold for the purpose of liability management and involves an exotic option (digital cap)

and a CMS component.

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Principles Of Financial Engineering

ISBN: 9780123869685

3rd Edition

Authors: Robert Kosowski, Salih N. Neftci

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Question Posted: Oct 26, 2024 05:00 AM

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3. What follows is the description of a rather complex swap structured by a bank. The structure...

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Principles Of Financial Engineering

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