Prove this statement with the help of (18.42). (18.42) At, T) =- log P(t, T) T

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Prove this statement with the help of (18.42).

(18.42)

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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 04:25 AM

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Prove this statement with the help of (18.42). (18.42) At, T) =- log P(t, T) T

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At, T) =- log P(t, T) ƏT

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Plugging in the definition o...View the full answer

A First Course in Quantitative Finance

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