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Unformatted text preview: I n-class Exe rcise8
• What is a swap? re twe n • What is thediffe ncebe e a swap and a portfolio of f orward contracts? te ine ? • How to de rm theswap price arke • What is them t valueof a swap? re • What is a inte st rateswap? ? • What is a swap ratecurve ...
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This note was uploaded on 01/26/2010 for the course FINA 2103 taught by Professor Wong during the Winter '08 term at HKU.
- Winter '08