What is the relation between an FRA rate for a contract that matures at time T and

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What is the relation between an FRA rate for a contract that matures at time T and a forward rate of interest for time T − 1?

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 03:59 AM

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What is the relation between an FRA rate for a contract that matures at time T and

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An Introduction to Derivative Securities Financial Markets and Risk Management

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