Find the value of a swap contract where an oil refinery receives monthly the spot value of N barrels of oil during 12 months in return for a fixed payment of X per barrel Assume there are no storage costs and the current value of a barrel of oil is So and the annual risk free rate is r with discre...

To find the value of the swap contract we need to calculate the present value of the cash flows from ...

Find the value of a swap contract where an oil refinery receives monthly the spot value...

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Intermediate Microeconomics

ISBN: 978-0393123968

9th edition

Authors: Hal R. Varian

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Posted Date: Apr 17, 2023 02:23 AM

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