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Journal articles (1994), La Revue du Financier, pp. 34-50

Instruments de gestion du risque de taux d'intérêt

PONCET Patrice , QUITTARD-PINON F.

Interest rate derivatives are both very useful and dangerous. Futures and forward contracts, options on interest rates, caps, floors, swaps and swaptions are successively analysed.

PONCET, P. and QUITTARD-PINON, F. (1994). Instruments de gestion du risque de taux d'intérêt. La Revue du Financier, pp. 34-50.