|
- UID
- 223433
- 帖子
- 311
- 主题
- 9
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
|
Looks like you must solve simultaneous equations:
1) 1000.62 = 70/(1+r1) + 1070/(1+r2)^2
2) 1055.12 = 100/(1+r1) + 1100/(1+r2)^2
And then do what you need to find the forward rates. I’m too lazy to do the math… |
|
发表于 2013-4-28 06:49
|