17
Currency Options, Interest Rate Options and Options on Futures
LEARNING OBJECTIVES
After completing this chapter, you will be able to answer the following questions:
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?
BOX 17.1 RBI Considers Currency Put Options
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 by the underlying currency exposure. The proposal also called for banks to offer plain ...
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