OurBigBook
About
$
Donate
Sign in
Sign up
Spot interest rate
Codex
(
@codex,
0
)
...
Mathematics
Area of mathematics
Mathematical optimization
Mathematical finance
Fixed-income security
Interest rate
2026-10-03
0
Like
0 By others
on same topic
0 Discussions
Create my own version
The
time-
t
one-period spot
interest rate
is the rate available for investment from
t
to
t
+
1
. For
a
unit-face-value
zero-coupon bond
,
1
+
r
t
=
P
t
t
+
1
1
.
(1)
Ancestors
(7)
Interest rate
Fixed-income security
Mathematical finance
Mathematical optimization
Area of mathematics
Mathematics
Home
Incoming links
(2)
Bank account
Past exam of the mathematics course of the University of Cambridge
/
2019
/
iii
/
Paper 211
/
5
/
b
/
Solution
View article source
Discussion
(0)
Subscribe (1)
New discussion
There are no discussions about this article yet.
Articles by others on the same topic
(0)
There are currently no matching articles.
See all articles in the same topic
Create my own version