The Telescope That Has Been Pushed Together. How to Calculate a Swap Rate?

Ralf Korn () and Bernd Luderer ()
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Ralf Korn: TU Kaiserslautern
Bernd Luderer: TU Chemnitz

Chapter 30 in Money and Mathematics, 2021, pp 111-113 from Springer

Abstract: Abstract In connection with swaps, the swap rate is important as the interest rate to be paid. The calculation of the swap rate leads to an interesting mathematical phenomenon—the telescope sum.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-658-34677-5_30

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DOI: 10.1007/978-3-658-34677-5_30

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