What is the spot rate of interest R(t)? Explain how it relates to forward rates and yields.
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The spot rate of interest is the return earned over tt 1 from buying at time ...View the full answer
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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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