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The following table contains data to calculate forward rates using pure expectations theory. Find the yield on a 6 year bond, 2 years forward (2r6).
The following table contains data to calculate forward rates using pure expectations theory. Find the yield on a 6 year bond, 2 years forward (2r6). Find the yield on a 7 year bond, 3 years forward (3r7)
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Contemporary Quantitative Finance
Authors: Carl Chiarella, Alexander Novikov
2010th Edition
3642034780, 978-3642034787
