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Why is the risk equivalent (or risk adjusted) spot rate less than the actual spot rate? Keeping in mind the expectations theory of term structure.
Why is the risk equivalent (or risk adjusted) spot rate less than the actual spot rate? Keeping in mind the expectations theory of term structure.
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The Handbook Of Credit Risk Management
Authors: Sylvain Bouteille, Diane Coogan-Pushner
2nd Edition
1119835631, 978-1119835639
