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1 Month LIBOR Rate - 30 Year Historical Chart
Interactive chart of the 30 day LIBOR rate back to 1986. The London Interbank Offered Rate is the average interest rate at which leading banks borrow funds from other banks in the London market. LIBOR is the most widely used global "benchmark" or reference rate for short term interest rates.
macrotrends.net
9 months ago
LIBOR Rate Explained
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3 Month LIBOR Rate - 30 Year Historical Chart
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9 months ago
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Top videos
6 Month LIBOR Rate - 30 Year Historical Chart
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1 month ago
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Oct 16, 2012
A bank can borrow or lend at LIBOR. The 2-month LIBOR rate is 0.28% per annum with continuous compounding. Assuming that interest rates cannot be negative, what is the arbitrage opportunity if the 3-month LIBOR rate is 0.1% per year with continuous compounding? How low can the 3-month LIBOR rate became without an arbitrage opportunity being created? Explain clearly step by step
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