Interest rate swaps pricing - Exercises

These problems are intended to give the student an opportunity to practice with the fixed income mathematics and also to give some exposure to international bond markets. The problems are based on the information containned on FN-314, Exhibit 2, Tables 12 to 15, from the Wall Street Journal Europe (WSJE) and the Finacial Times (FT).
Collection: IESE (España)
Ref: FE-32-E
Format: PDF
Publication Date: Sep 1, 1996
Language: English

Description

These problems are intended to give the student an opportunity to practice with the fixed income mathematics and also to give some exposure to international bond markets. The problems are based on the information containned on FN-314, Exhibit 2, Tables 12 to 15, from the Wall Street Journal Europe (WSJE) and the Finacial Times (FT).
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Year: 1995
Geographic Setting: Estados Unidos

Interest rate swaps pricing - Exercises

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"Interest rate swaps pricing - Exercises"