Derivative Securities Hedging FRA with Eurodollar Futures - OLD
Автор: Daniel Brown
Загружено: 2020-10-06
Просмотров: 907
This video is obsolete. Please see • Derivative Securities - Hedging Forward St... instead.
The changes are that Eurodollar futures have been replaced with three-month SOFR futures and the forward rate agreement (FRA) is being called forward starting loan.
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