FinQuiz smart summary, study session 15, reading 37

... range forwards & risk reversals Copyright © FinQuiz. com All rights reserved 2013, Study Session # 15, Reading # 37 2.4.2 Straddle Long Straddle Buying at-the-money put & a call with same X on same... received on the loan + floorlet pay-off Copyright © FinQuiz. com All rights reserved 2013, Study Session # 15, Reading # 37 3.5 Using an Interest Rate Collar with a Floating-Rate Loan Combination of a... Copyright © FinQuiz. com All rights reserved 2013, Study Session # 15, Reading # 37 INTEREST RATE OPTION STRATEGIES IR call & put options are used to protect against IR IR call option pay-off = N.P