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How to derive forward interest rates from spot rates (Hull vs Tuckman)
Hi there, I'm missing something as I go through this chapter when it comes to calculating the 6 month semi-annual forward rate starting in 1.5 years. I noticed the formula again in the learning spreadsheet on tab C4-FRA (sec 4.7) of R19-P1-T3-Hull-v62-0 in cell C25. I'm just hoping for some...- Vinobe
- Post #5
- Forum: P1.T3. Financial Markets & Products (30%)