Valuation on Plain Vanilla Interest-Rate Swaps Harvard Case Solution & Analysis

This note takes students step by step on the basis of interest rate swap. It assumes students have a strong background in the concepts of forward rates and spot prices.
This Darden study. "Hide
by Robert M. Conroy, Kenneth Eades Source: Darden School of Business 16 pages. Publication Date: July 28, 1998. Prod. #: UV0103-PDF-ENG

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Valuation on Plain Vanilla Interest-Rate Swaps

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