Using the zero-coupon bond prices and natural gas swap prices in Table 8.9, what is the implicit

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Using the zero-coupon bond prices and natural gas swap prices in Table 8.9, what is the implicit loan amount in each quarter in an 8-quarter natural gas swap?

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Question Posted: Aug 12, 2015 02:36 AM

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Using the zero-coupon bond prices and natural gas swap prices in Table 8.9, what is the implicit

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With a swap price of 22044 and the forward prices of question 811 we can calculat...View the full answer

Derivatives Markets

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