Bob Jensen's Document on Interest Rate Swap Valuation, Forward Rate Derivation, and Yield Curves

Bob Jensen's Document on Interest Rate Swap Valuation, Forward Rate Derivation, and Yield Curves

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日期:2025-12-06
Interest Rate Swap Valuation, Forward Rate Derivation, and Yield Curves for FAS 133 and IAS 39 on Accounting for Derivative Financial Instruments Bob Jensen at Trinity University Introduction Short-Cut Method for Interest Rate Swaps Yield Curve and Forwar...看更多