Scribd Logo
Upload

Welcome to Scribd!

  • T Años Tasas Spot Tasas Forward 1 7.00% 7.00% Spot 2 8.75% 10.53% 18.27% 3 11.00% 15.64% 36.76%

    Uploaded by

    Karen QV
    7 views3 pages
    This document contains two tables comparing spot and forward interest rates over time. The first table shows spot rates ranging from 7-11% and forward rates higher than spot rates, ranging from 10.53-36.76%. The second table displays a spot curve and forward curve with spot rates below forward rates of the same term each year.

    Original Description:

    dfsds

    Original Title

    sesión 2_9_16

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    This document contains two tables comparing spot and forward interest rates over time. The first table shows spot rates ranging from 7-11% and forward rates higher than spot rates, ranging from 10.53-36.76%. The second table displays a spot curve and forward curve with spot rates below forward rates of the same term each year.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    7 views3 pages

    T Años Tasas Spot Tasas Forward 1 7.00% 7.00% Spot 2 8.75% 10.53% 18.27% 3 11.00% 15.64% 36.76%

    Uploaded by

    Karen QV
    This document contains two tables comparing spot and forward interest rates over time. The first table shows spot rates ranging from 7-11% and forward rates higher than spot rates, ranging from 10.53-36.76%. The second table displays a spot curve and forward curve with spot rates below forward rates of the same term each year.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 3

    t aos tasas spot tasas forward 18.

    00%
    1 7.00% 7.00% 16.00% SPOT
    2 8.75% 10.53% 18.27%
    14.00%
    3 11.00% 15.64% 36.76%
    12.00%
    10.00%
    8.00%
    6.00%
    4.00%
    2.00%
    0.00%
    1 2
    FORWARD
    18.27%
    36.76%

    Column B
    Column C

    2 3
    curva spot curva forward 1
    TEA TEA
    t aos tasas spot tasas forward
    1 6.50% 6.50%
    2 7.25% 8.01%
    3 7.85% 9.06%
    4 8.35% 9.86%
    5 8.70% 10.11%
    6 9.00% 10.51%
    7 9.25% 10.76%
    8 9.35% 10.05%
    9 9.40% 9.80%

    You might also like