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- UID
- 222316
- 帖子
- 403
- 主题
- 7
- 注册时间
- 2011-7-2
- 最后登录
- 2016-8-2
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| Yeah after the arbitrage the price is the same but we need arbitrage. The think i don t understand is whay mathematicaly it gives a different price since the spot rate curve comes from the yield curve. It s strange for me and a kind of counter intuitive |
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发表于 2011-10-9 18:42
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