An interest rate option in which the underlying is the three-month floating interest rate such as LIBOR , EURIBOR, etc....

An interest rate derivative which gives its holder a multiple exercise option to exercise into various underlying interest rate instruments.…

An OTC interest rate derivative, or specifically a contract on an interest rate whereby the seller (or the writer) pays...

An interest rate derivative that trades or is entered into over the counter, i.e., directly and privately between the two...

A combination of two interest rate caps, literally: a long position on an interest rate cap and a short position...

An interest rate option which gives the holder the right to make interest rate payments based on a fixed rate...

An interest rate derivative which protects the buyer from changes in floating rates above and below a specified range. With...

An interest rate derivative that trades or is entered into over the counter (OTC), i.e., directly and privately between the...

A type of interest rate derivative; a contract (an option) which gives the holder the right without the obligation to...

An interest rate derivative pricing model that was developed by Black and Karasinski in 1991 in an attempt to overcome...