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If interest rates fall: Short futures contracts are more likely to be exercised Call options are more likely to be exercised Put options are more
If interest rates fall:
- Short futures contracts are more likely to be exercised
- Call options are more likely to be exercised
- Put options are more likely to be exercised
- Long futures contracts are more likely to be exercised
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Structured Finance Leveraged Buyouts Project Finance Asset Finance And Securitization
Authors: Charles-Henri Larreur
1st Edition
1119371104, 978-1119371106
