3839金融与交易中等essayshort
Why Swap MTM Is Almost Linear in Rate Difference
题目
Why is the mark-to-market of a vanilla swap often well approximated by annuity times the gap between market and contract fixed rates?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
Why is the mark-to-market of a vanilla swap often well approximated by annuity times the gap between market and contract fixed rates?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。