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Interest Rate Futures Options Pricing and Valuation

Published on June 2018 | Categories: Finance | Downloads: 15 | Comments: 0
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An interest rate future option gives the holder the right but not the obligation to buy or sell an interest rate future at a specified price on a specified date. Interest rate future options can be used to hedge against adverse changes in interest rates. In general futures markets tend to be more liquid than underlying cash markets. This presentation gives an overview of interest rate future option product and pricing model. You find more information at http://www.finpricing.com/lib/IrFutureOption.html

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An interest rate future option gives the holder the right but not the obligation to buy or sell an interest rate future at a specified price on a specified date. Interest rate future options can be used to hedge against adverse changes in interest rates. In general futures markets tend to be more liquid than underlying cash markets. This presentation gives an overview of interest rate future option product and pricing model. You find more information at http://www.finpricing.com/lib/IrFutureOption.html

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