Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Interest rate cap and floor
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
==External links== *[http://www.financial-edu.com/basic-fixed-income-derivative-hedging.php Basic Fixed Income Derivative Hedging] - Article on Financial-edu.com. *[https://web.archive.org/web/20120415144840/http://www.wilmott.com/pdfs/050118_hagan.pdf Convexity Conundrums] by Patrick Hagan *[https://web.archive.org/web/20110113060801/http://wwz.unibas.ch/fileadmin/wwz/redaktion/finance/HS09/FOPT_2_090924.pdf Martingales and Measures: Black's Model] Dr. Jacqueline Henn-Overbeck, [[University of Basel]] *[https://www.ma.utexas.edu/users/mcudina/Lecture24_3.pdf Bond Options, Caps and the Black Model] Dr. Milica Cudina, [[University of Texas at Austin]] *[https://web.archive.org/web/20130128103932/http://lombok.demon.co.uk/financialTap/options/bond/shortterm Online Caplet And Floorlet Calculator] Dr. Shing Hing Man, Thomson Reuters Risk Management {{Authority control}} [[Category:Derivatives (finance)]]
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)