Improving hedging performance using interest rate futures

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Bibliographische Detailangaben
Veröffentlicht in:Selected writings on futures markets
1. Verfasser: Kolb, Robert W. (VerfasserIn)
Weitere Verfasser: Chiang, Raymond (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1985
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Titel Jahr Verfasser
A comparison of yields on futures contracts and implied forward rates 1985 Lang, Richard Warren
Foreign exchange futures prices under fixed exchange rates 1985 Lizondo, José Saúl
The effect of futures trading on the price volatility of GNMA securities 1985 Simpson, W. Gary
The pricing of stock index futures 1985 Cornell, Bradford
GNMA futures : stabilizing or destabilizing? 1985 Froewiss, Kenneth C.
An immunized hedge procedure for bond futures 1985 Chance, Don M.
Improving hedging performance using interest rate futures 1985 Kolb, Robert W.
New options markets 1985 Goodman, Laurie Sharon
Intra-day tests of the efficiency of the Treasury Bill futures market 1985 Elton, Edwin J.
The relationship between futures and cash prices for US Treasury bonds 1985 Resnick, Bruce G.
The efficiency of the Treasury Bill futures market 1985 Rendleman, Richard J.
Trading strategies 1985 DeRonne, William A.
An analysis of the impact of marking-to-market in hedging with Treasury bond futures 1985 Hill, Joanne M.
Interest rate futures 1985 Arak, Marcelle V.
Are T-bill futures good forecasters of interest rates? 1985 Howard, Charles T.
Marketmaker behavior in an auction market : an analysis of scalpers in futures markets 1985 Silber, William L.
The efficiency of the Treasury Bill futures market : an analysis of alternative specifications 1985 Vignola, Anthony J.
Market incompleteness and divergences between forward and futures interest rates 1985 Kane, Edward J.
The hedging effectiveness of foreign currency futures 1985 Hill, Joanne M.
Five steps to interest rate futures hedging 1985 DeRonne, William A.
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