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  • March 1994 (Revised June 1995)
  • Background Note
  • HBS Case Collection

Interest Rate Derivatives

By: Peter Tufano
  • Format:Print
  • | Language:English
  • | Pages:11
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Abstract

Introduces and explains the six major interest rate derivative products: swaps, forward rate agreements, Eurodollar futures, bond options, caps/floors/collars, and swap options.

Keywords

Credit Derivatives and Swaps; Interest Rates

Citation

Tufano, Peter, and Jon Headley. "Interest Rate Derivatives." Harvard Business School Background Note 294-095, March 1994. (Revised June 1995.)
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About The Author

Peter Tufano

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  • Corporate Ownership and ESG Performance By: Belen Villalonga, Peter Tufano and Boya Wang
  • Northvolt: Building Batteries to Fight Climate Change (B) By: George Serafeim, Debora L. Spar, Peter Tufano, Hugo Etchegoyhen and Emilie Billaud
  • NextGen CDR Facility: From Davos to Details By: Peter Tufano, Emily A. Chien and Karina Val
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