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Bond Pricing and Fund Management (FIN 9070) Coursework Assignment (MSc Finance)

| March 3, 2015

bond pricing and fund managemet Bond Pricing and Fund Management (FIN 9070) Coursework Assignment (MSc Finance) Part A Here is the extracted spot rate (continuously compounded) and discount rate of Eurodollar US $ bonds as on March end 2013. discount function    time (yr)    MAR $ 2013, % 0.98546    0.25    5.858675 0.969409    0.5    6.213713 0.953151    0.75   […]

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