Prove the formula for the variance, V(T), of the swap rate in equation (33.17).

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:33 PM

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Prove the formula for the variance, V(T), of the swap rate in equation (33.17).

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From the equations in the text and so that We employ t...View the full answer

Options Futures and Other Derivatives

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