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06028. Inverse floater pricing

difficulty 1800·answer type: numeric·✓Not solved

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Book: Green Book
Chapter: 6 · Finance
Section: 6.4 · Other Finance Questions
Pages: 182–183
Difficulty: 1800
Answer type: numeric
Solved by: 0
Attempts: 0

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finance fixed-income inverse-floater duration replication

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QuantForces · problems from Xinfeng Zhou, A Practical Guide to Quantitative Finance Interviews