This 25 minute video will cover the following topics:

·      Interest rate cap and floor strategy

·      Money market terminology

·      Compounding deposit rates

·      Delta hedging a short option position

·      Identifying an option structure

·      Creating a synthetic forward position through combining options

·      Calculating the weighted average return on money market deposits

·      Hedging with Forward Rate Agreements (FRAs)

Discussing straddles