Autor:	David Lee
Jazyk:	angličtina
Rok vydání:	2020
Předmět:	Interest rate cap interest rate floor caplet floorlet call option put option valuation Black model
DOI:	10.5281/zenodo.4019685
Popis:	An interest rate cap is an OTC derivative where the buyer receives payments at the end of each period when the interest rate exceeds the strike, whereas an interest rate floor is a similar contract where the buyer receives payments at the end of each period when the interest rate is below the strike. Caps and floors are widely used to hedge against interest rate fluctuations.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::966c529c08414c3f587eeff4820b56b4 Zobrazit plný text záznamu