
17
Currency Options, Interest Rate
Options and Options on Futures
L E A R N I N G O B J E C T I V E S
What are currency options?
What are the uses of currency
options?
How are currency options
priced?
What are interest rate
options?
What are interest rate caps,
floors, and collars?
How are interest rate options
priced?
What are options on futures?
How are options on futures
priced?
After completing this chapter, you
will be able to answer the following
questions:
The RBI proposed to allow importers and exporters to write and
sell currency put options so that they could earn premiums. These
options were to be supported ...