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商品編號: 9-205-112 出版日期: 2005/05/19 作者姓名: Chacko, George;Sjoman, Anders 商品類別: Finance 商品規格: 11p 再版日期: 2006/02/07 地域: 產業: 個案年度: -
商品敘述:
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, floors, and swaps. Draws on students'' knowledge of the put-call parity in an equity context.
涵蓋領域:
Financial instruments;Derivatives;Options;Interest rates
相關資料:
Spreadsheet Supplement, (XLS705), 0p, by George Chacko, Anders Sjoman
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