Conference Paper

Using interest-rate options to hedge interest rate-dependent securities

Keywords: Hedging (Finance); Derivative securities; Securities; Interest rates;

Status: Published in Conference on Bank Structure and Competition (1997 : 33rd) ; Technology : //www.policy.implications.for.the.future.of.financial.services/com.

Bibliographic Information

Provider: Federal Reserve Bank of Chicago

Part of Series: Proceedings

Publication Date: 1997

Number: 553

Pages: 308-336