The effectiveness of cross hedging with treasury bill futures

The effectiveness of cross hedging with treasury bill futures PDF Author: Richard Philip Saunders
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 90

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The effectiveness of cross hedging with treasury bill futures

The effectiveness of cross hedging with treasury bill futures PDF Author: Richard Philip Saunders
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 90

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Book Description


An Analysis of Cross Hedging CDs with Treasury Bill Futures

An Analysis of Cross Hedging CDs with Treasury Bill Futures PDF Author: Michael Smirlock
Publisher:
ISBN:
Category : Certificates of deposit
Languages : en
Pages : 18

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The Cross-hedging Effectiveness of the GNMA and U.S. Treasury Bond Futures Markets

The Cross-hedging Effectiveness of the GNMA and U.S. Treasury Bond Futures Markets PDF Author: Bonnie A. Burt
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 110

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Book Description


Risk Reduction Capabilities of Hedging Techniques in the Financial Futures Market

Risk Reduction Capabilities of Hedging Techniques in the Financial Futures Market PDF Author: Bruce S. Berlin
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 312

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Determining the Hedge Ratio when Cross-hedging Corporate Bonds with U.S. Treasury Bond Futures Contracts

Determining the Hedge Ratio when Cross-hedging Corporate Bonds with U.S. Treasury Bond Futures Contracts PDF Author: Susan Marie Schmitt
Publisher:
ISBN:
Category :
Languages : en
Pages : 210

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Hedging

Hedging PDF Author: Joseph D. Koziol
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 456

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Book Description
Describes both financial and physical hedging strategies and programs applicable to almost any industry. Shows how to use hedging strategies to capitalize on market volatility, while minimizing the effects of unfavorable market swings. Addresses theories of hedging and cross-hedging, cash-and-carry or ``repo'' programs, the ``perfect hedge,'' and the hedging paradox and also offers comparative approaches supported by examples.

Cross-hedging CD rates in the Treasury bill futures market

Cross-hedging CD rates in the Treasury bill futures market PDF Author: Charles A. Plassmann
Publisher:
ISBN:
Category : Certificates of deposit
Languages : en
Pages : 86

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The Hedging Effectiveness of the T-bill Futures Market

The Hedging Effectiveness of the T-bill Futures Market PDF Author: Joseph B. Cole
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 258

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Managing Risk with Financial Futures

Managing Risk with Financial Futures PDF Author: Robert T. Daigler
Publisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 424

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Book Description
Today's fast-changing markets are forcing financial institutions, investors and corporations to bear more risk than ever before. A miscalculation or a surprise move in interest rates or foreign currencies can wreak havoc on an institution's bottom line and competitive posture. Despite these perils, there is a shroud of mystery surrounding the very instruments designed to manage these risks - financial futures. Managing Risk with Financial Futures sheds much-needed light on financial futures. It describes how financial futures work and how they can be used to manage the risks associated with today's volatile financial markets. In a logical, step-by-step approach, noted financial futures authority Robert Daigler thoroughly explains every aspect of these fascinating instruments, from pricing to arbitrage to risk management. This book is the most comprehensive and authoritative overview of the financial futures markets ever written. Broad topics addressed include: the mechanics and regulation of the futures markets; pricing and arbitrage of financial futures; characteristics of interest rate, stock index and currency futures; and hedging and risk management strategies. After explaining the principles that underlie the financial futures markets, Dr. Daigler discusses specific risk management strategies. He shows how financial futures can be used to hedge fixed income and equity portfolios, asset/liability gaps, and corporate borrowing costs. In addition, he reveals special hedging applications for insurance companies. Managing Risk with Financial Futures goes much further than any other book in explaining how futures can be used safely to reduce risk and bolster returns. Such complex topicsas duration-based hedging, immunization and hedge ratios are addressed fully, from both a theoretical and practical point of view. Financial futures are a supremely important part of the financial world. Never before have they been written about with such depth and clarity.

Hedging Effectiveness and Efficiency of Treasury Bill and Bond Futures Markets

Hedging Effectiveness and Efficiency of Treasury Bill and Bond Futures Markets PDF Author: Dennis Jay Lasser
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 260

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Book Description