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Interest Rate Derivatives

By: Peter Tufano
  • Format:Print
  • | Language:Japanese
  • | 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.)

About The Author

Peter Tufano

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