Fixed Income (MSc in FMI - US Campus - Spring 2013)
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  Assignments Summary Deadline
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Assignment 1 -
01/26/2013
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Assignment 2

Price a IRS that has 3 years to maturity paying 0.50% fixed and receiving 6 month LIbor on a notional of $50 Million.

-Determine the value of the swap today on an Excel sheet confirming Bloomberg's results

02/04/2013
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