Question
You have entered into an interest rate forward where you have agreed to pay $827 for a 1 year zero coupon riskless bond with a
You have entered into an interest rate forward where you have agreed to pay $827 for a 1 year zero coupon riskless bond with a face value of $1000. What is your profit or loss on this swap if the riskless rate is $0.5 in one year?
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The Routledge Handbook Of Critical Finance Studies
Authors: Christian Borch, Robert Wosnitzer
1st Edition
1138079812, 978-1138079816
