Introduction to Interest Rate Options Harvard Case Solution & Analysis

Represents the interest rate derivatives, floors, caps and swaptions. Represents floors, caps and swaps similar to the path of justice, calls, and stocks. As calls and puts on the equity put-call parity relationship shown to exist between the caps, floors and swaps. Draws on the knowledge of students from put-call parity in the context of justice. "Hide
by George Chacko, Anders Sjoman 11 pages. Publication Date: May 19, 2005. Prod. #: 205112-PDF-ENG

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