国际场外利率期权市场发展的启示  

Implications of developments in the global OTC interest rate options market

作　　者：杨金梅[1] 

机构地区：[1]中国外汇交易中心研究部

出　　处：《中国货币市场》2007年第3期40-43,共4页China Money

摘　　要：近年来,场外利率期权市场交易品种越来越丰富,交易量逐年攀升。研究国际场外利率期权市场的现状和运行框架,对于目前我国国内利率期权的研究和发展具有一定的借鉴意义。The OTC interest rate options market has witnessed increasing diversity in trading products as well as increasing turnover in recent years. A study of the status quo and the operational framework of international OTC interest rate options markets provides implications for research and development of interest rate options in China.

关 键 词：利率期权 场外市场 风险管理 际场外利率 

分 类 号：F831.2[经济管理—金融学]