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sw@au 发表于 2015-4-13 16:05 
两位看来是同道中人阿,有谁能指点一下,Financial Risk Management appendix 7.1 fair value calculation ...
it is just a illustration about how the FV of the derivatives been calculated, and it is actually quite easy, just the PV of the future cash flow under the SR - you will figure out just by looking at those tables.
i cannot understand the calculation of ineffectiveness by regression and matched terms, absolutely no idea, is anyone know?
especially matched terms as i give up on the regression
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