March 2002
Intermediate to advanced
176 pages
3h 48m
English
book
Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition
by Jean Dermine, Youssef F. Bissada
Content preview from Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition
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Stage 17. Options
We have already met two instruments to hedge the interest rate exposure: forwards and financial futures.
We are going to introduce a third one: options.
To introduce options, it is convenient to refer to forwards and futures contracts.
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