Using the information in Table 8.9, what is the swap price of a 4-quarter oil swap with

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Using the information in Table 8.9, what is the swap price of a 4-quarter oil swap with the first settlement occurring in the third quarter?

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Question Posted: Aug 12, 2015 02:37 AM

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Using the information in Table 8.9, what is the swap price of a 4-quarter oil swap with

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We use formula 88 and replace the forward interest r...View the full answer

Derivatives Markets

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