The Paradigm Interest Rate Option Problem

Carl Chiarella*, Xue Zhong He, Christina Sklibosios Nikitopoulos

*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceedingChapterpeer-review

Abstract

There are a number of instruments in interest rate markets that are equivalent to an option on an interest rate or an option on a bond. In this chapter we focus on the interest rate caps, which are call options on an interest rate. We show that they can be interpreted as a put option on a bond. The problem of pricing such bonds, and hence the interest rate cap, shall motivate much of the discussion in subsequent chapters. In the last section we briefly discuss the issues associated with the interest rate option problem that distinguish it from the option pricing problem in a world of deterministic interest rates.

Original languageEnglish
Title of host publicationDynamic Modeling and Econometrics in Economics and Finance
PublisherSpringer Science and Business Media Deutschland GmbH
Pages431-437
Number of pages7
DOIs
Publication statusPublished - 2015
Externally publishedYes

Publication series

NameDynamic Modeling and Econometrics in Economics and Finance
Volume21
ISSN (Print)1566-0419
ISSN (Electronic)2363-8370

Keywords

  • Call Option
  • Hedging Portfolio
  • Interest Rate
  • Market Rate
  • Strike Price

Fingerprint

Dive into the research topics of 'The Paradigm Interest Rate Option Problem'. Together they form a unique fingerprint.

Cite this