Hedging alternatives for the mortgage stabilization fund (FRECH): european cap options for the real interest rate
Borradores de Economía; No. 265
Date published
2003-10-20Date of last update
2003-10-20Document language
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
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
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URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5283https://hdl.handle.net/20.500.12134/5283
https://doi.org/10.32468/be.265
https://ideas.repec.org/p/bdr/borrec/265.html
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