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At time t an investor shorts a $1 face value zero coupon bond that matures at time T = t
and uses the entire proceeds to purchase a zero coupon bond that matures at time S = T.
(a) In what quantity is the zero coupon bond that matures at time S purchased? Your answer should be expressed in terms of the time t prices P(t;T) and P (t;S).
(b) Explain why these transactions are equivalent to agreeing to lend over the future period [T, S] at a rate that is determined at time t.
(c) What is the continuously compounded forward rate f(t;T;S) associated with this loan?
Danny is a contestant on a TV game show. If he gets a question right, the points for that question are added to his score. If he gets a question wrong, the points for that question
Convert each of the following points into the specified coordinate system. (a) (-4, 2 Π /3) into Cartesian coordinates. (b) (-1,-1) into polar coordinates. Solution
sinX/cscX+secX/cosX=1
2 1/3
Permutation - It is an order arrangement of items whether the order must be strictly observed Illustration Assume x, y and z be any of three items. Arrange these in all
Differentiate the following functions. (a) f (t ) = 4 cos -1 (t ) -10 tan -1 (t ) (b) y = √z sin -1 ( z ) Solution (a) Not much to carry out with this one other
Initial Condition(s) are a set of conditions, or a condition on the solution which will permit us to find out that solution which we are after. Initial conditions are frequently a
what is the LCM of 18, 56 and 104 show working
Formulas Now there are a couple of nice formulas which we will get useful in a couple of sections. Consider that these formulas are only true if starting at i = 1. You can, obv
Use green's theorem to computer the integral F . dr where F = ( y^2 + x, y^2 + y) and c is bounded below the curve y= - cos(x),, above by y = sin(x) to the left by x=0 and to the r
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