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Assume the term structure of interest rates is flat and consider a 1-factor model with a factor equal to that interest rate. Assume also that
Assume the term structure of interest rates is flat and consider a 1-factor model with a factor equal to that interest rate. Assume also that the current interest rate is 8%. You currently own 1000 of...
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
