SOLVED: An international investment firm buys an interest rate cap that pays the difference between LIBOR and 6% if LIBOR exceeds 6%. Current LIBOR is 5%. The amount of the option is
Multi-period Options Interest Rate Caps Interest Rate Floors - ppt video online download
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PDF] On the joint calibration of the Libor market model to caps and swaptions market volatilities É | Semantic Scholar
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