Year
1994
Authors
PONCET Patrice, QUITTARD-PINON F.
Abstract
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. et QUITTARD-PINON, F. (1994). Instruments de gestion du risque de taux d’intérêt. La Revue du Financier, pp. 34-50.