<t>Hi.. I have a few simple enquiries..Does anyone have a Matlab script to compute 1 and 2 step ahead forecasts for ARMA models? I've Googled it extensively, tried the Spatial Econometrics Toolbox as well as other standard toolboxes but couldn't find one.Also, how do I derive multistep ahead forecas...

<t>Hi there, anyone who can answer this one?Assume that a bank can borrow or lend money at the same interest rate in the LIBOR market. The 90-day rate is 10% per annum, and the 180-day rate is 10,2% per annum, both expressed with continous compounding and actual/actual day count. The Eurodollar futu...

Well, I got an answer which I´m quite sure is correct, and those calculations yielded 0,493.If someone is interested I can show the calculations?Kind regards,Bragi

<t>Hi there, anyone good here who can answer this question?Value a 5-year collar that guarantees that the maximum and minimum interest rates on a LIBOR-based loan (with quarterly resets) are 5% and 8%, respectively. The LIBOR zero curve (continously compounded) is currently flat at 6%. Use a flat vo...