The Relationship Between Futures Prices for U.S. Treasury Bonds

The Relationship Between Futures Prices for U.S. Treasury Bonds PDF Author: Bruce G. Resnick
Publisher:
ISBN:
Category : Arbitrage
Languages : en
Pages : 42

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Book Description

The Relationship Between Futures Prices for U.S. Treasury Bonds

The Relationship Between Futures Prices for U.S. Treasury Bonds PDF Author: Bruce G. Resnick
Publisher:
ISBN:
Category : Arbitrage
Languages : en
Pages : 42

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Book Description


The Treasury Bond Basis

The Treasury Bond Basis PDF Author: Galen Burghardt
Publisher: McGraw-Hill
ISBN: 9780071456104
Category : Business & Economics
Languages : en
Pages : 320

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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.

The Relation Between Forward Prices and Futures Prices

The Relation Between Forward Prices and Futures Prices PDF Author: John C. Cox
Publisher:
ISBN:
Category : Capital assets pricing model
Languages : en
Pages : 50

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Inside the Financial Futures Markets

Inside the Financial Futures Markets PDF Author: Mark J. Powers
Publisher: John Wiley & Sons
ISBN: 9780471536741
Category : Business & Economics
Languages : en
Pages : 408

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Book Description
Co-authored by Mark Powers who has been called one of the ``founding fathers of financial futures,'' this revised text contains more material than the previous edition. Along with expanded coverage of fixed income securities and foreign currency markets, it includes new chapters on portfolio insurance; interest rate and foreign currency swaps; options on fixed income securities and other topics of current interest.

Financial Futures and Options in the U.S. Economy

Financial Futures and Options in the U.S. Economy PDF Author: Myron L. Kwast
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 280

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U.S. Treasury Securities

U.S. Treasury Securities PDF Author: United States. General Accounting Office
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 164

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Book Description


Managing Interest Rate Risk with Bond Futures

Managing Interest Rate Risk with Bond Futures PDF Author: Edward Ehud Yardeni
Publisher:
ISBN:
Category : Government securities
Languages : en
Pages : 36

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An Empirical Analysis of the Treasury Bond Futures Market

An Empirical Analysis of the Treasury Bond Futures Market PDF Author: Karin Peterson LaBarge
Publisher:
ISBN:
Category : Government securities
Languages : en
Pages : 362

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Interest Rate Futures

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

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Book Description


Treasury Bond Basis 3e (Pb)

Treasury Bond Basis 3e (Pb) PDF Author: Galen Burghardt
Publisher: McGraw-Hill Library of Investm
ISBN: 9781265643782
Category : Business & Economics
Languages : en
Pages : 0

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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.