11. With the exception of the coupon interest payment, the value of a futures option is affected...

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11. With the exception of the coupon interest payment, the value of a futures option is affected by the same factors that affect an option on a fixed-income instrument.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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Question Posted: Oct 23, 2024 10:01 AM

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11. With the exception of the coupon interest payment, the value of a futures option is affected by the same factors that affect an option on a fixed-income instrument.
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11. With the exception of the coupon interest payment, the value of a futures option is affected...

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Measuring And Controlling Interest Rate And Credit Risk

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