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| Tekijä: | Barone, E. Mengoni, L. |
| Otsikko: | Futures-style options on Euro-deposit futures: Nihil sub sole novi? |
| Lehti: | European Financial Management
1997 : MAR, VOL. 3:1, p. 99-128 |
| Asiasana: | FUTURE OPTIONS EUROPE |
| Kieli: | eng |
| Tiivistelmä: | Euro-deposit futures play a relevant role among the derivative products traded in official markets. As opposed to most futures contracts, the underlying instrument is not represented by a traded asset but by a linear transformation of an interest rate, the Libor. The options written on Euro-deposit futures that are traded at the London International Financial Futures & Options Exchange (LIFFE) are subject to daily marking to market, as the underlying futures. |
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