Typo in solution of Ex 6.14

This forum is to discuss the book "the concepts and practice of mathematical finance" by Mark Joshi.

Typo in solution of Ex 6.14

Postby serapio » Wed Dec 28, 2016 4:04 pm

In the last term for the price of the forward contract it reads K*exp(-r*T*(T-t)). This should actually read K*exp(-r*(T-t)).
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