Using the zero-coupon bond prices and natural gas swap prices in Table 8.9, what are gas forward

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Using the zero-coupon bond prices and natural gas swap prices in Table 8.9, what are gas forward prices for each of the 8 quarters?

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Question Posted: Aug 12, 2015 02:36 AM

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Using the zero-coupon bond prices and natural gas swap prices in Table 8.9, what are gas forward

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We are now asked to invert our equations The swap prices are given and we want t...View the full answer

Derivatives Markets

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