Derivatives Q98

0. The principle of replication states that the valuation of a swap is the present value of the:

  • Option : C
  • Explanation : The principal of replication states that the valuation of a swap is the present value of all the net cash flow payments from the swap.
Cancel reply

Your email address will not be published. Required fields are marked *


Cancel reply

Your email address will not be published. Required fields are marked *