Valuation of "Plain-Vanilla" Interest-Ra...
Conroy, Robert M.,...
Technical Note
Valuation of "Plain-Vanilla" Interest-Rate Swaps
Conroy, Robert M.; Eades, Kenneth M.
F-1121 | Published July 27, 1997 | 16 pages Technical Note
Collection: Darden School of Business
Product Details
This note takes students step by step through the valuation of an interest rate swap. It assumes students have a strong grounding in the concepts of forward rates and spot rates.
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