Question
The discount factor corresponding to a 3-year continuously compounded interest rate is 0.765667. What is the corresponding continuously compounded interest rate? What is the corresponding
- The discount factor corresponding to a 3-year continuously compounded interest rate is 0.765667. What is the corresponding continuously compounded interest rate? What is the corresponding quarterly compounded interest rate expressed at an annual rate?
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Fixed Income Securities Valuation Risk and Risk Management
Authors: Pietro Veronesi
1st edition
0470109106, 978-0470109106
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