In the INTEREST rate area, traders have for a LONG time USED a version of what is known as Black's MODEL for European BOND options; another version of the same model for caps and floors; and yet another version of the same model for European swap options.

Author - John Hull


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Posted on 29 Nov 2024, this text provides information on Bond related to John Hull. Please note that while accuracy is prioritized, the data presented might not be entirely correct or up-to-date. This information is offered for general knowledge and informational purposes only, and should not be considered as a substitute for professional advice.

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