Title of article
Pricing and hedging interest rate options: Evidence from cap–floor markets
Author/Authors
Anurag Gupta، نويسنده , , Marti G. Subrahmanyam، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
33
From page
701
To page
733
Keywords
Model performance , Hedging , Term structure of interest rates , Interest rate options , Caps/floors
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193708
Link To Document