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View Model Detail:

Reference Number : 7
Model Name : Par/Spot Curve Conversion and Forward Rate/Price
Classification # : 30601
Level : basic
Version Number : V3
Author : Thomas S.Y. Ho
Author Affiliation: THC
Author Email Address: tom.ho@thomasho.com
Financial Model Class : Bond arithmetics
Issuer/Modeler : N/A
File Type: forward prices/rates, rates compounding conversion, par/spot conversion
Risk Sources: N/A
Risk Distribution : N/A
Economic Assumption : market conventions
Description : numerical example, exercises, and further exercises for "Securities Valuation"


 

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