Author: Edward W. Schwarz
Publisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 252

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Book Description

Author: Allan M. Loosigian
Publisher: Irwin Professional Publishing
ISBN:
Category : Interest rate futures
Languages : en
Pages : 462

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Book Description

Author: Brian Coyle
Publisher: Global Professional Publishi
ISBN: 9780852974445
Category : Business & Economics
Languages : en
Pages : 164

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Book Description
� Worked examples illustrating key points � Explanation of complex or obscure terms � Full glossary of terms The titles in this series, all previously published by BPP Training, are now available in entirely updated and reformatted editions. Each offers an international perspective on a particular aspect of risk management. Topics covered by this title include FRA rates, using FRAs ,what are futures? Short term interest-rate futures and bond futures, market trading, clearing, and settlement and closing positions.

Author: Klaus Kobold
Publisher: Walter de Gruyter
ISBN: 311090330X
Category : Business & Economics
Languages : en
Pages : 341

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Book Description
Above all the study is intended to shed more light on the following questions: - the functioning of interest rate futures markets, - the behaviour and transactions of economic agents in these markets, -factors determining the results of transactionsin interest rate future markets. Above we argued that these markets emerged in an environment of fluctuating interest rates to provide traders in financial markets with an instrument to deal with the risk stemming from unexpected price changes. It will be this hedging aspect of interest rate futures markets on which the following research is concentrated. The main points to be investigated are: - to what extent interest rate risk is reduced or even abolished, - the effects of futures trading in interest-bearing securities on risk and return of single assets and portfolios, - the consequences on the situation of participants in capital markets, - optimal strategies to reduce the exposure to interest rate risk.

Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071715517
Category : Business & Economics
Languages : en
Pages : 27

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Book Description
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Author: Gerald D. Gay
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 524

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Book Description
Introduction to futures markets; The efficiency of the interest rate futures market; Hedging with interest rate futures; The institutional environment.

Author: Naomi L. Jaffe
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 94

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Book Description

Author: Edward W. Schwarz
Publisher:
ISBN:
Category : Contracts
Languages : en
Pages :

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Book Description

Author: Des McManus
Publisher:
ISBN:
Category : Euro-dollar market
Languages : en
Pages : 60

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Book Description
Examines the evolution of market sentiment over the possible future values of eurodollar rates.

Author: Robert W. Kolb
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 128

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Book Description