Confirm this result by using f(t, T) = Y (t, T) +y/T(T t).

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Confirm this result by using f(t, T) = Y (t, T) +∂y/∂T(T – t).

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 17, 2018 04:24 AM

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Confirm this result by using f(t, T) = Y (t, T) +y/T(T t).

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A First Course in Quantitative Finance

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