Short-Term Interest-Rate Derivatives
| Autor: | Rod Pienaar, Moorad Choudhry, Didier Joannas, Richard Pereira |
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| Rok vydání: | 2005 |
| Předmět: | |
| Zdroj: | Capital Market Instruments ISBN: 9781349524266 |
| DOI: | 10.1057/9780230508989_14 |
| Popis: | The market in short-term interest-rate derivatives is large and liquid, and the instruments involved are used for a variety of purposes. Here we review the two main contracts used in money markets trading, the short-term interest rate future and the forward rate agreement. |
| Databáze: | OpenAIRE |
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