Choosing the correct strike price with Interest rate optionsForums › ACCA Forums › ACCA AFM Advanced Financial Management Forums › Choosing the correct strike price with Interest rate optionsThis topic has 2 replies, 2 voices, and was last updated 11 years ago by toobaalvi.Viewing 3 posts - 1 through 3 (of 3 total)AuthorPosts May 31, 2013 at 6:26 pm #128010 leeb0521MemberTopics: 1Replies: 0☆In an interest rate options question, how do we know which strike price to use if not mentioned in the question? Is it that we use the price closest to the current LIBOR? June 1, 2013 at 1:23 am #128059 toobaalviMemberTopics: 12Replies: 20☆https://opentuition.com/topic/how-to-choose-the-exercise-price-in-options/ June 1, 2013 at 1:23 am #128060 toobaalviMemberTopics: 12Replies: 20☆you can see the snswer hereAuthorPostsViewing 3 posts - 1 through 3 (of 3 total)You must be logged in to reply to this topic.Log In Username: Password: Keep me signed in Log In