Abstract
Interest rate options and related option-type products are used by market participants to control interest rate risk. There are exchange-traded and over-the-counter interest rate options. The interest rate options product most traded on exchanges is a futures option. Over-the-counter options include options on specific securities, spread options, compound options, caps, and floors. With all over-the-counter products there is counterparty risk faced by the buyer of the option or option-related product. Keywords: option; American option; European option; Bermudan option; exotic options; nonstandard options; exchange-traded options; over-the-counter options; dealer options, futures options; counterparty risk; spread options; compound option; split-fee option; front fee; back fee; cap; floor; caplets; captions; flotions
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
