Survey of Interest-rate Futures Markets 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 Survey of Interest-rate Futures Markets PDF full book. Access full book title Survey of Interest-rate Futures Markets by Naomi L. Jaffe. Download full books in PDF and EPUB format.
Author: Naomi L. Jaffe
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 94
Get Book Here
Book Description
Author: Naomi L. Jaffe
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 94
Get Book Here
Book Description
Author: Klaus Kobold
Publisher: Walter de Gruyter
ISBN: 311090330X
Category : Business & Economics
Languages : en
Pages : 341
Get Book Here
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: Marc Stuart Freed
Publisher:
ISBN:
Category : Interest rate futures
Languages : en
Pages : 214
Get Book Here
Book Description
Author: Allan M. Loosigian
Publisher: Irwin Professional Publishing
ISBN:
Category : Interest rate futures
Languages : en
Pages : 462
Get Book Here
Book Description
Author: Ronald B. Hobson
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 108
Get Book Here
Book Description
Author: Avraham Kamara
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 76
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 744
Get Book Here
Book Description
Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.
Author: Siddhartha Jha
Publisher: John Wiley & Sons
ISBN: 111801779X
Category : Business & Economics
Languages : en
Pages : 373
Get Book Here
Book Description
How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business. Emphasizes the importance of hedging and quantitatively managing risks inherent in interest rate trades Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?providing examples from previous market stress events such as 2008 Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models
Author: Barry Goss
Publisher: Routledge
ISBN: 113497521X
Category : Business & Economics
Languages : en
Pages : 252
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: Klaus Kobold
Publisher:
ISBN:
Category : Capital market
Languages : en
Pages :
Get Book Here
Book Description
