face amount
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Replicating Portfolio, Tuckman Table 1.5
Hi David - I have a question about Tuckman, Chapter 1 - Prices, Discount Factors and Arbitrage, Table 1.5 Replicating Portfolio. This may sound stupid but I wanted to understand the logic behind the calculation of the face amount of the 3 bonds. I have access to your sample spreadsheet so I...- arpitasaraswat
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- face amount replicating-portfolio tuckman
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- Forum: P1.T4. Valuation & Risk Models (30%)