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c) Hence find the value of a spot-starting infinite stream of LIBOR payments, that is, when t =T0= 0 and as n??. 2. a) A

c) Hence find the value of a spot-starting infinite stream of LIBOR payments, that is, when t =T0= 0 and as n??. 2. a) A derivative contract pays aLT[T,T + a] at time T + or. By constructing a por...

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