Introduces interest rate derivatives, covering floors, caps, and swaptions. Introduces floors, caps, and swaps by analogy to equity puts, calls, and stocks. As with calls and puts on equity, a put-call parity relationship is shown to exist between caps, f

【書誌情報】

ページ数：11ページ

サイズ：A4

商品番号：HBSP-9-205-112

発行日：2005/5/19

登録日：2007/8/16