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Fixed-Income Securities and Derivatives Handbook: Analysis ...

... is the redemption value of 1 divided by the value of the money market account, given by (3.12). PtT rsds t T , exp ( )= − () ⎡⎣⎢⎢⎢ ⎤ ⎦ ⎥ ⎥ ⎥ ...

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