![SOLVED: An international investment firm buys an interest rate cap that pays the difference between LIBOR and 6% if LIBOR exceeds 6%. Current LIBOR is 5%. The amount of the option is SOLVED: An international investment firm buys an interest rate cap that pays the difference between LIBOR and 6% if LIBOR exceeds 6%. Current LIBOR is 5%. The amount of the option is](https://cdn.numerade.com/ask_previews/1a70538-d6f2-8fdd-dc8f-534c216c5b_large.jpg)
SOLVED: An international investment firm buys an interest rate cap that pays the difference between LIBOR and 6% if LIBOR exceeds 6%. Current LIBOR is 5%. The amount of the option is
![Using the Bootstrapped Market SOFR Caplet Normal Vol Surface to Price in Excel Interest Rate Caps/Floors on Backward/Forward Looking SOFR Term Rates - Resources Using the Bootstrapped Market SOFR Caplet Normal Vol Surface to Price in Excel Interest Rate Caps/Floors on Backward/Forward Looking SOFR Term Rates - Resources](https://blog.deriscope.com/images/easyblog_articles/135/b2ap3_large_coverNew.jpg)
Using the Bootstrapped Market SOFR Caplet Normal Vol Surface to Price in Excel Interest Rate Caps/Floors on Backward/Forward Looking SOFR Term Rates - Resources
![PDF] On the joint calibration of the Libor market model to caps and swaptions market volatilities É | Semantic Scholar PDF] On the joint calibration of the Libor market model to caps and swaptions market volatilities É | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/6f789d350db38b82ba339f6d6d65c66417834f35/12-Figure1-1.png)
PDF] On the joint calibration of the Libor market model to caps and swaptions market volatilities É | Semantic Scholar
![What Goes Up Must Come Down—Managing Interest-Rate Risk with the Fixed-Rate with Cap - Federal Home Loan Bank of New York What Goes Up Must Come Down—Managing Interest-Rate Risk with the Fixed-Rate with Cap - Federal Home Loan Bank of New York](https://www.fhlbny.com/wp-content/uploads/sites/3/2019/09/asset_upload_file433_11219-upd.png)
What Goes Up Must Come Down—Managing Interest-Rate Risk with the Fixed-Rate with Cap - Federal Home Loan Bank of New York
![Libor Hajek New York Rangers Fanatics Branded Player-Worn #25 Blue Fitted Cap from the 2021 NHL Season - Size L/XL Libor Hajek New York Rangers Fanatics Branded Player-Worn #25 Blue Fitted Cap from the 2021 NHL Season - Size L/XL](https://images.footballfanatics.com/new-york-rangers/libor-hajek-new-york-rangers-fanatics-branded-player-worn-number-25-blue-fitted-cap-from-the-2021-nhl-season-size-l/xl_pi4396000_altimages_ff_4396263-b58826039baea3b7759calt1_full.jpg?_hv=2&w=900)
Libor Hajek New York Rangers Fanatics Branded Player-Worn #25 Blue Fitted Cap from the 2021 NHL Season - Size L/XL
![Libor Hájek 25 1 Hat New York Rangers Fanatics Authentic Pro Locker Room HAT Player Team Issue | SidelineSwap Libor Hájek 25 1 Hat New York Rangers Fanatics Authentic Pro Locker Room HAT Player Team Issue | SidelineSwap](https://edge.images.sidelineswap.com/production/053/803/070/26265c0204f85885_original.jpeg?height=600)
Libor Hájek 25 1 Hat New York Rangers Fanatics Authentic Pro Locker Room HAT Player Team Issue | SidelineSwap
![option pricing - Find the caplet volatilities for LIBOR fixings at each interval, given the ATM implied cap volatility term structure - Quantitative Finance Stack Exchange option pricing - Find the caplet volatilities for LIBOR fixings at each interval, given the ATM implied cap volatility term structure - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/s5fFa.png)
option pricing - Find the caplet volatilities for LIBOR fixings at each interval, given the ATM implied cap volatility term structure - Quantitative Finance Stack Exchange
![Addressing Potential Risks with the Fixed-Rate Advance with a LIBOR Cap - Federal Home Loan Bank of New York Addressing Potential Risks with the Fixed-Rate Advance with a LIBOR Cap - Federal Home Loan Bank of New York](https://www.fhlbny.com/wp-content/uploads/sites/3/2019/09/Fixed-Rate-Advance-Cap.png)