The Hedging Effectiveness of the T-bill Futures Market PDF Download
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Author: Joseph B. Cole
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 258
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Book Description
Author: Joseph B. Cole
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 258
Get Book Here
Book Description
Author: Joseph B. Cole
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 129
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Book Description
Author: Dennis Jay Lasser
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 260
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Book Description
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: Patrick Michael Parkinson
Publisher:
ISBN:
Category : Foreign exchange futures
Languages : en
Pages : 270
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Book Description
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: Robert L. Losey
Publisher:
ISBN:
Category : Government securities
Languages : en
Pages : 44
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Book Description
Author: Bruce S. Berlin
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 312
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Book Description
Author:
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 802
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Book Description
Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.
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.
