Cap Floor Explained
| Autor: | Yang, Alex |
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| Jazyk: | angličtina |
| Rok vydání: | 2022 |
| Předmět: | |
| DOI: | 10.5281/zenodo.6493279 |
| Popis: | An interest rate cap is designed to provide insurance against the interest cap on an underlying floating-rate note rising above a certain level (cap rate), and is modelled as a portfolio of European interest rate call options (caplets). https://ia801404.us.archive.org/13/items/ir-cap-30/IrCap-30.pdf |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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