Divergencies Between Futures and Forward Prices

Divergencies Between Futures and Forward Prices PDF Author: Hun Young Park
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 23

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Divergencies Between Futures and Forward Prices

Divergencies Between Futures and Forward Prices PDF Author: Hun Young Park
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 23

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Arbitrage Pressure and Divergences Between Forward and Futures Interest Rates

Arbitrage Pressure and Divergences Between Forward and Futures Interest Rates PDF Author: Edward J. Kane
Publisher:
ISBN:
Category : Foreign exchange futures
Languages : en
Pages : 40

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Forward/futures Price Divergence in the Market for Foreign Exchange

Forward/futures Price Divergence in the Market for Foreign Exchange PDF Author: Michael A. Polakoff
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages :

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The Relation Between Forward Prices and Futures Prices

The Relation Between Forward Prices and Futures Prices PDF Author: John C. Cox
Publisher:
ISBN:
Category : Capital assets pricing model
Languages : en
Pages : 50

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The Differences Between Forward and Futures Prices

The Differences Between Forward and Futures Prices PDF Author: Ching-Jun Hsu
Publisher:
ISBN:
Category :
Languages : en
Pages : 288

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COMMODITY AND FINANCIAL DERIVATIVES, THIRD EDITION

COMMODITY AND FINANCIAL DERIVATIVES, THIRD EDITION PDF Author: KEVIN, S.
Publisher: PHI Learning Pvt. Ltd.
ISBN: 8119364619
Category : Business & Economics
Languages : en
Pages : 353

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Book Description
The book, in its third edition has been thoroughly updated where necessary. It is a comprehensive textbook covering all aspects of derivatives. It contains a description of the four derivative instruments, namely, forwards, futures, options and swaps; the different types of derivative products such as currency forwards, currency futures, commodity futures, stock futures, index futures, interest rate futures, stock options, currency options, currency swaps and interest rate swaps; the pricing of forwards, futures and options; the process of risk management using derivatives. Beginning with an overview of derivatives and explaining the basic concepts of the four derivative instruments, it describes the features and trading processes of the different types of derivative products used for risk management. The Indian context and environment are highlighted in the explanation of the trading processes in order to familiarize the reader with the Indian derivatives market. The mathematical models used for pricing of futures and options are illustrated with examples. The contents of the text are supported with illustrative examples, diagrams, tables and review questions to reinforce the understanding of the subject matter. NEW TO THE THIRD EDITION • Introduces a new chapter on 'Risk Management with Derivatives' to explain different types of risks and how different types of derivatives are used for hedging the different types of risks. • Updates all examples with current values. TARGET AUDIENCE • MBA Finance • M.Com • Finance Professionals

Bond Evaluation, Selection, and Management

Bond Evaluation, Selection, and Management PDF Author: R. Stafford Johnson
Publisher: John Wiley & Sons
ISBN: 1405142359
Category : Business & Economics
Languages : en
Pages : 664

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Book Description
Bond Evaluation, Selection, and Management synthesizes fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This text provides readers with the basics needed to understand advanced strategies, and explanations of cutting edge advanced topics. Focusing on concepts, models, and numerical examples, readers are provided with the tools they need to select, evaluate, and manage bonds. Provides a comprehensive exposition of bond and debt management. Covers both the fundamental and advanced topics in the field, including bond derivatives. Focuses on concepts, models, and numerical examples. Reinforces important concepts through review questions, web exercises, and practice problems in each chapter.

Commodity Price Dynamics

Commodity Price Dynamics PDF Author: Craig Pirrong
Publisher: Cambridge University Press
ISBN: 1139501976
Category : Business & Economics
Languages : en
Pages : 238

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Book Description
Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.

Default Risk and the Difference Between Forward and Futures Markets

Default Risk and the Difference Between Forward and Futures Markets PDF Author: Robert J. Weiner
Publisher:
ISBN:
Category : Futures market
Languages : en
Pages : 54

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The Cyclical Behavior of the Term Structure of Interest Rates

The Cyclical Behavior of the Term Structure of Interest Rates PDF Author: Reuben A. Kessel
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 132

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