jasminewavy7695 jasminewavy7695

04-05-2024
Mathematics

Answered

Let P(,T) be the price at time >0 of a zero-coupon bond which pays a value of $1 when it matures at time T. Let (,,T) be the forward rate at time for a deposit starting at time > and expiring at time T>. Show that P(,T)=⁻⁽,,T)(T-)P(,).

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