Question
The current 1-year Treasury rate is 10 per cent. lt is predicted that the annualinflation rate is going to be 0.50 per cent lower than
The current 1-year Treasury rate is 10 per cent. lt is predicted that the annualinflation rate is going to be 0.50 per cent lower than originally expected. Thelower inflation forecasts reflect the unexpected drop in world prices. When themarket opens tomorrow, what should the Treasury rate be? (Assume that thereal rate of interest is 9.0 per cent.)
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Measuring And Managing Credit Risk Quantitative Approach For Default Risk Data Analysis And Models For Loss Distributions Unique Strategies For Back Capital Allocation And Saucerization
Authors: Arnaud De Servigny , Olivier Renault
1st Edition
0071417559,007178800X
