Interest Rate Bermudan Swaption Pricing and Valuation

Published on May 2018 | Categories: Finance | Downloads: 22 | Comments: 0 | Views: 275
of 13
Download PDF   Embed   Report

An interest rate Bermudan swaption gives the holder the right but not the obligation to enter an interest rate swap at predefined dates. It is one of the fundamental ways for an investor to enter a swap. Comparing to regular swaptions, Bermudan swaptions provide market participants more flexibility and control over the exercising of an option and less restriction. This presentation provides practical details for pricing cancelable swaps. You find more information at http://www.finpricing.com/lib/IrBermudan.html

Comments

Content

An interest rate Bermudan swaption gives the holder the right but not the obligation to enter an interest rate swap at predefined dates. It is one of the fundamental ways for an investor to enter a swap. Comparing to regular swaptions, Bermudan swaptions provide market participants more flexibility and control over the exercising of an option and less restriction. This presentation provides practical details for pricing cancelable swaps. You find more information at http://www.finpricing.com/lib/IrBermudan.html

Sponsor Documents

Or use your account on DocShare.tips

Hide

Forgot your password?

Or register your new account on DocShare.tips

Hide

Lost your password? Please enter your email address. You will receive a link to create a new password.

Back to log-in

Close