is it true that the zero-coupon yield is an equally weight-ed average of forward rates. and
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is it true that " the zero-coupon yield is an equally weight-ed average of forward rates." and the forward rates is an equally weighted average of zero-coupon yield "
Related Book For
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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