You are told that the mean of daily change in interest rates is zero and that the

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You are told that the mean of daily change in interest rates is zero and that the variance of the daily change of interest rates is 3.451 × 10 ^(− 7). What is the annualized expected return taking into account convexity?

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Statistics For Business Decision Making And Analysis

ISBN: 9780134497167

3rd Edition

Authors: Robert A. Stine, Dean Foster

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Posted Date: Nov 01, 2023 01:48 AM

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You are told that the mean of daily change in interest rates is zero and that the

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Statistics For Business Decision Making And Analysis

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