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Most important interest-rate derivatives
Which ones are most used in the industry from a risk management perspective?Any good introductions / books on this perspective? (I have done Hull)thanks
Most important interest-rate derivatives
The interest rate swap is most likely number #1 (at least as far as I can see from the Equity desk). I would put caps, swaptions, and floors in a loose next group, perhaps competing with a group of Eurocurrency and bond futures. Hope that gives you a good starting outline...
Most important interest-rate derivatives
Last edited by slevin on May 2nd, 2004, 10:00 pm, edited 1 time in total.
Most important interest-rate derivatives
I vote for Eurodollar and EURIBOR futures.Regards,
Most important interest-rate derivatives
HI thanks for the answers,Are these securities the most important frm a trading perspective or a risk management perspective?I needed to know the most used risk management i/r derivatives... and if possible where could I read a bit in depth about them (after the corresponding chapters in Hull)thanks
Last edited by pusher on January 26th, 2004, 11:00 pm, edited 1 time in total.