Delivery Options in Futures Contracts and Basis Behavior PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Delivery Options in Futures Contracts and Basis Behavior PDF full book. Access full book title Delivery Options in Futures Contracts and Basis Behavior by Jana Hranaiova. Download full books in PDF and EPUB format.
Author: Jana Hranaiova
Publisher:
ISBN:
Category :
Languages : en
Pages : 372
Get Book Here
Book Description
Author: Jana Hranaiova
Publisher:
ISBN:
Category :
Languages : en
Pages : 372
Get Book Here
Book Description
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 9781883249250
Category : Business & Economics
Languages : en
Pages : 296
Get Book Here
Book Description
The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.
Author: S. Craig Pirrong
Publisher: Springer Science & Business Media
ISBN: 1461532388
Category : Business & Economics
Languages : en
Pages : 200
Get Book Here
Book Description
This study is an independent scholarly analysis of the economics of the grain futures contracts of the Chicago Board of Trade. The study was made possible by a research grant to the MidAmerica Institute from the Chicago Board of Trade, and we gratefully acknowledge this financial support, as well as the information and vast body of experience made available to us by the Division of Economic Analysis and members of the Exchange. Several other organizations also provided invaluable help from the inception of this study through the full process, either in the form of information, or through discussion: the Commodity Futures Trading Commission, the U.S. Department of Agriculture, the National Grain and Feed Association, the American Soybean Association, the Senate Committee on Agriculture, Nutrition and Forestry, the House Committee on Agriculture, the General Accounting Office, and the Center for the Study of Futures and Options Markets at Virginia Polytechnic and State University. We express our thanks. The primary authors wish to extend a special word of apprecia tion to Michael Brennan, Merton Miller, Richard Roll, Hans Stoll and Lester Telser, who served as members of the Resource Panel for the study. While key strengths of the study reflect their input, ultimate responsibility for the analysis rests with the primary authors.
Author: Rob Quail
Publisher: John Wiley & Sons
ISBN: 0470541741
Category : Business & Economics
Languages : en
Pages : 627
Get Book Here
Book Description
Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities Provides thorough coverage of financial derivatives and their role in risk management Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives.
Author: Barry Goss
Publisher: Routledge
ISBN: 1134975201
Category : Business & Economics
Languages : en
Pages : 240
Get Book Here
Book Description
Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 1118044851
Category : Business & Economics
Languages : en
Pages : 382
Get Book Here
Book Description
In this fully revised and updated Second Edition of Fixed Income Analysis, readers will be introduced to a variety of important fixed income analysis issues, including the general principles of credit analysis, term structure and volatility of interest rates, and valuing bonds with embedded options.
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 9781883249366
Category : Business & Economics
Languages : en
Pages : 738
Get Book Here
Book Description
In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 0471485918
Category : Business & Economics
Languages : en
Pages : 545
Get Book Here
Book Description
Measuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage-backed securities derivative portfolio. This book includes information on measuring yield curve risk, swaps and exchange-traded options, TC options and related products, and describes how to measure and control the interest rate of risk of a bond portfolio or trading position. Measuring and Controlling Interest Rate and Credit Risk is a systematic evaluation of how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position, defining key points in the process of risk management as related to financial situations. The authors construct a verbal flow chart, defining and illustrating interest rate risk and credit risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses. Hedging instruments discussed include futures contracts, interest rate swaps, exchange traded options, OTC options, and credit derivatives. The text includes calculated examples and readers will learn how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position. They will discover value at risk approaches, valuation, probability distributions, yield volatility, futures, interest rate swaps, exchange traded funds; and find in-depth, up-to-date information on measuring interest rate with derivatives, quantifying the results of positions, and hedging. Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University?s School of Management. Steven V. Mann (Columbia, SC) is Professor of Finance at the Moore School of Business, University of South Carolina. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finance services in London. Moorad Choudhry (Surrey, England) is a senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London, and is Editor of the Journal of Bond Trading and Management. He has authored a number of books on fixed income analysis and the capital markets. Moorad began his City career with ABN Amro Hoare Govett Sterling Bonds Limited, where he worked as a gilt-edged market maker, and Hambros Bank Limited where he was a sterling proprietary trader. He is currently a vice-president in Structured Finance Services with JPMorgan Chase Bank in London.
Author:
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 670
Get Book Here
Book Description
Author: Galen Burghardt
Publisher: McGraw-Hill Library of Investm
ISBN: 9781265643782
Category : Business & Economics
Languages : en
Pages : 0
Get Book Here
Book Description
Now in its third edition, The Treasury Bond Basis is the mandatory reference text for Treasury bond and note futures trading rooms around the world. This updated edition reflects the numerous market changes, chief among them the Chicago Board of Trade's decision to switch from an 8 percent to a 6 percent conversion factor. Revisions include greater detail on hedging and trading, updated explanations of options valuation and short delivery options, and discussion of global bonds futures trading and applications.
