Wiley and American Finance Association are collaborating with JSTOR to digitize, preserve and extend access to The Journal of Finance. http://www.jstor.org American Finance Association The Pricing of Default-Free Interest Rate Cap, Floor, and Collar Agreements Author(s): Eric Briys, Michel Crouhy and Rainer Schöbel Source: The Journal of Finance, Vol. 46, No. 5 (Dec., 1991), pp. 1879-1892 Published by: for the Wiley American Finance Association Stable URL: http://www.jstor.org/stable/2328576 Accessed: 24-07-2015 17:56 UTC Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at http://www.jstor.org/page/ info/about/policies/terms.jsp JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. This content downloaded from 194.199.98.66 on Fri, 24 Jul 2015 17:56:13 UTC All use subject to JSTOR Terms and Conditions