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Study Guides for Finance at University of Alberta (U OF A)

U OF AFIN301Lukas RothWinter

Final Finance 301 Cheat Sheet TU.docx

OC1453685 Page
N(d1)- e- rt k n(d2) ] = rf + b i e rm[ Longer maturity/lower coupon rate/less frequent coupons, high duration. Duration underestimates gains/overestim
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