Why Do the Life and DTB Bund Futures Contracts Trade at Different Prices?

Why Do the Life and DTB Bund Futures Contracts Trade at Different Prices? PDF Author: Francis J. Breedon
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Why Do the Life and DTB Bund Futures Contracts Trade at Different Prices?

Why Do the Life and DTB Bund Futures Contracts Trade at Different Prices? PDF Author: Francis J. Breedon
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Forecasting Volatility in the Financial Markets

Forecasting Volatility in the Financial Markets PDF Author: John L. Knight
Publisher: Butterworth-Heinemann
ISBN: 9780750655156
Category : Business & Economics
Languages : en
Pages : 428

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Book Description
This text assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting edge modeling and forecasting techniques. It then uses a technical survey to explain the different ways to measure risk and define the different models of volatility and return.

Forecasting Volatility in the Financial Markets

Forecasting Volatility in the Financial Markets PDF Author: Stephen Satchell
Publisher: Elsevier
ISBN: 0080471420
Category : Business & Economics
Languages : en
Pages : 428

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Book Description
Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition:* What good is a volatility model? Engle and Patton* Applications for portfolio variety Dan diBartolomeo* A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish* Volatility modeling and forecasting in finance Xiao and Aydemir* An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey - Leading thinkers present newest research on volatility forecasting - International authors cover a broad array of subjects related to volatility forecasting - Assumes basic knowledge of volatility, financial mathematics, and modelling

Bunds and Bund Futures

Bunds and Bund Futures PDF Author: Daniel Corrigan
Publisher: Springer
ISBN: 1349128384
Category : Business & Economics
Languages : en
Pages : 123

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Book Description
The German bond market is one of the world's most liquid and diversified capital markets. As the world's debt and derivative products become more closely linked, investors and traders are increasingly more interested in the security offered by German government debt, as well as the profitable opportunities.

Bund Options

Bund Options PDF Author: Robert Tompkins
Publisher: Springer
ISBN: 1349128007
Category : Business & Economics
Languages : en
Pages : 257

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Book Description
In 1989 and 1990 the German capital markets reached a milestone as regulations were clarified regarding the use of derivative products for German institutional and private clients. This book analyzes this market and explains its current interest to investors.

The Dictionary of Derivatives

The Dictionary of Derivatives PDF Author: Andrew Inglis-Taylor
Publisher: Springer
ISBN: 1349135860
Category : Business & Economics
Languages : en
Pages : 434

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Book Description
The derivatives market has been the fastest growing area of financial activity in the past few years. The pace of product development is fast, with a myriad of new hybrids being developed every year. This best-selling text is ordered in dictionary format, taking each financial instrument, market or related concept and giving an analysis together with diagrams where applicable. It also includes a comprehensive listing of contracts available on the major exchanges. Crucially, tax and accounting guidelines are included, and all appropriate legal documentation, such as the ISDA master agreement on swaps is reproduced in full.

Forecasting Volatility in the Financial Markets

Forecasting Volatility in the Financial Markets PDF Author: John Knight
Publisher: Butterworth-Heinemann
ISBN:
Category : Business & Economics
Languages : en
Pages : 376

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Book Description
An aid to understanding the significance of volatility in the financial market, this text details modelling/forecasting techniques and uses a technical survey to define the models of volatility and return and explain the ways to measure risk. Applications in the financial markets are then detailed.

Asset Allocation and International Investments

Asset Allocation and International Investments PDF Author: G. Gregoriou
Publisher: Springer
ISBN: 0230626513
Category : Business & Economics
Languages : en
Pages : 263

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Book Description
This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and return characteristics of your investment portfolio.

International Financing Review

International Financing Review PDF Author:
Publisher:
ISBN:
Category : Banks and banking, International
Languages : en
Pages : 466

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Book Description


The German Economy

The German Economy PDF Author: E. Owen-Smith
Publisher: Routledge
ISBN: 1134924259
Category : Business & Economics
Languages : en
Pages : 620

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Book Description
First book in English to provide a comprehensive account of the German economy German social and economic policies are extremely topical as they are influencing the rest of Europe Controversial in that it disputes the Thatcherite/Reaganomic approach to reform