Download or read book Interest Rate Futures written by Allan M. Loosigian and published by Irwin Professional Publishing. This book was released on 1980 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book How to Use Interest Rate Futures Contracts written by Edward W. Schwarz and published by Irwin Professional Publishing. This book was released on 1979 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book FRAs and Interest rate Futures written by Brian Coyle and published by Global Professional Publishi. This book was released on 2001 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: � Worked examples illustrating key points � Explanation of complex or obscure terms � Full glossary of terms The titles in this series, all previously published by BPP Training, are now available in entirely updated and reformatted editions. Each offers an international perspective on a particular aspect of risk management. Topics covered by this title include FRA rates, using FRAs ,what are futures? Short term interest-rate futures and bond futures, market trading, clearing, and settlement and closing positions.
Download or read book Survey of Interest rate Futures Markets written by Naomi L. Jaffe and published by . This book was released on 1979 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Interest Rate Futures Markets and Capital Market Theory written by Klaus Kobold and published by Walter de Gruyter. This book was released on 2011-07-22 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Interest Rate Futures written by Gerald D. Gay and published by . This book was released on 1982 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to futures markets; The efficiency of the interest rate futures market; Hedging with interest rate futures; The institutional environment.
Download or read book The Handbook of Fixed Income Securities Chapter 51 Introduction to Interest Rate Futures and Options Contracts written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
Download or read book Interest Rates written by Stephen David Smith and published by Harcourt Brace College Publishers. This book was released on 1993 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Interest Rate Futures written by Robert W. Kolb and published by . This book was released on 1984 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Understanding and Managing Interest Rate Risks written by Ren-Raw Chen and published by World Scientific. This book was released on 1996 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.
Download or read book Interest Rate Markets written by Siddhartha Jha and published by John Wiley & Sons. This book was released on 2011-02-11 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Download or read book The Information Content of Interest Rate Futures Options written by Des McManus and published by . This book was released on 1999 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examines the evolution of market sentiment over the possible future values of eurodollar rates.
Download or read book Interest Rate and Stock Index Futures and Options written by Robert W. Kolb and published by . This book was released on 1985 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book STIR Futures written by Stephen Aikin and published by Harriman House Limited. This book was released on 2012-11-16 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Short term interest rate futures (STIR futures) are one of the largest financial markets in the world. The two main contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion dollars and euros of US and European interest rates each day. STIR futures are also unique because their structure encourages spread and strategy trading, offering a risk reward profile incomparable to other financial markets. STIR futures are traded on a completely electronic market place that provides a level playing field, meaning that the individual can compete on exactly the same terms as banks and institutions. The sheer number of trading permutations allows traders to find their own niche. 'STIR Futures' is a handbook to the STIR futures markets, clearly explaining what they are, how they can be traded, and where the profit opportunities are. The book has been written for aspiring traders and also for experienced traders looking for new markets. This book offers a unique look at a significant but often overlooked financial instrument. By focusing exclusively on this market, the author provides a comprehensive guide to trading STIR futures. He covers key points such as how STIR futures are priced, the need to understand what is driving the markets and causing the price action, and provides in-depth detail and trading examples of the intra-contract spread market and cross-market trading opportunities of trading STIR futures against other financial products. An essential read for anyone involved in this market.
Download or read book Trading STIR Futures written by Stephen Aikin and published by Harriman House. This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Short term interest rate futures" are one of the largest financial markets in the world. This work explains what they are, how they can be traded, and where the profit opportunities are. It covers key points such as how STIR futures are priced, the need to understand what is driving the markets and causing the price action, and more.
Download or read book Interest Rate Futures written by Allen B. Frankel and published by . This book was released on 1984 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Interest Rate Markets written by Siddhartha Jha and published by John Wiley & Sons. This book was released on 2011-03-28 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
