Hedging alternatives for the mortgage stabilization fund (FRECH): european cap options for the real interest rate

The World Bank has proposed an alternative hedging instrument to be offered by the FRECH, instead of the collar-swap currently available. The suggested derivative corresponds to a European Cap option for the real interest rate, which could give greater fl

Detalles Bibliográficos
Autores Principales: Vásquez, Diego Mauricio, Zea, Camilo
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2003
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5283