If the continuously compounded interest rate is a constant (r), what is the instantaneous forward interest rate

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If the continuously compounded interest rate is a constant $r$, what is the instantaneous forward interest rate (see Formula 4.5)?

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Mathematical Techniques In Finance An Introduction Wiley Finance

ISBN: 9781119838401

1st Edition

Authors: Amir Sadr

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Question Posted: Feb 27, 2024 03:11 AM

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If the continuously compounded interest rate is a constant (r), what is the instantaneous forward interest rate

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Instantaneous Forward Interest Rate Derivation Formula 45 given ft T fracpartial Pt Tpartial T where ...View the full answer

Mathematical Techniques In Finance An Introduction Wiley Finance

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