Interest Rate Futures

Download Interest Rate Futures full books in PDF, epub, and Kindle. Read online Interest Rate Futures ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Interest Rate Markets

Author : Siddhartha Jha
Publisher : John Wiley & Sons
ISBN 13 : 111801779X
Total Pages : 373 pages
Book Rating : 4.1/5 (18 download)

DOWNLOAD NOW!

Book Synopsis Interest Rate Markets by : Siddhartha Jha

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

STIR Futures

Author : Stephen Aikin
Publisher : Harriman House Limited
ISBN 13 : 0857192655
Total Pages : 280 pages
Book Rating : 4.8/5 (571 download)

DOWNLOAD NOW!

Book Synopsis STIR Futures by : Stephen Aikin

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.

The World Scientific Handbook of Futures Markets

Author : Anastasios G. E. T. Al MALLIARIS
Publisher : World Scientific
ISBN 13 : 9814566926
Total Pages : 844 pages
Book Rating : 4.8/5 (145 download)

DOWNLOAD NOW!

Book Synopsis The World Scientific Handbook of Futures Markets by : Anastasios G. E. T. Al MALLIARIS

Download or read book The World Scientific Handbook of Futures Markets written by Anastasios G. E. T. Al MALLIARIS and published by World Scientific. This book was released on 2015-08-06 with total page 844 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The World Scientific Handbook of Futures Markets serves as a definitive source for comprehensive and accessible information in futures markets. The emphasis is on the unique characteristics of futures markets that make them worthy of a special volume. In our judgment, futures markets are currently undergoing remarkable changes as trading is shifting from open outcry to electronic and as the traditional functions of hedging and speculation are extended to include futures as an alternative investment vehicle in traditional portfolios. The unique feature of this volume is the selection of five classic papers that lay the foundations of the futures markets and the invitation to the leading academics who do work in the area to write critical surveys in a dozen important topics."--$cProvided by publisher.

Interest Rate Swaps and Other Derivatives

Author : Howard Corb
Publisher : Columbia University Press
ISBN 13 : 0231530366
Total Pages : 623 pages
Book Rating : 4.2/5 (315 download)

DOWNLOAD NOW!

Book Synopsis Interest Rate Swaps and Other Derivatives by : Howard Corb

Download or read book Interest Rate Swaps and Other Derivatives written by Howard Corb and published by Columbia University Press. This book was released on 2012-08-28 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.

Key Financial Market Concepts

Author : Bob Steiner
Publisher : Pearson UK
ISBN 13 : 0273750283
Total Pages : 361 pages
Book Rating : 4.2/5 (737 download)

DOWNLOAD NOW!

Book Synopsis Key Financial Market Concepts by : Bob Steiner

Download or read book Key Financial Market Concepts written by Bob Steiner and published by Pearson UK. This book was released on 2012-09-07 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: Key Financial Market Concepts is the ultimate reference tool for anyone working in the finance industry, explaining the 100 essential financial market terms. It provides you with a definition of what each concept is, how it works, when it is likely to arise, how it’s calculated and how best to use it. You’ll also get access to many of the formulas used, already programmed into a Microsoft Excel spreadsheet. From simple and compound interest, through to bonds and yields and the Black and Scholes model, this book has it covered. The full text downloaded to your computer With eBooks you can: search for key concepts, words and phrases make highlights and notes as you study share your notes with friends eBooks are downloaded to your computer and accessible either offline through the Bookshelf (available as a free download), available online and also via the iPad and Android apps. Upon purchase, you'll gain instant access to this eBook. Time limit The eBooks products do not have an expiry date. You will continue to access your digital ebook products whilst you have your Bookshelf installed.

The Eurodollar Futures and Options Handbook

Author : Galen Burghardt
Publisher : McGraw Hill Professional
ISBN 13 : 0071707697
Total Pages : 513 pages
Book Rating : 4.0/5 (717 download)

DOWNLOAD NOW!

Book Synopsis The Eurodollar Futures and Options Handbook by : Galen Burghardt

Download or read book The Eurodollar Futures and Options Handbook written by Galen Burghardt and published by McGraw Hill Professional. This book was released on 2003-07-14 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eurodollar trading volume is exploding, with no end in sight tools phenomenal growth. The Eurodollar Futures and Options Handbook provides traders and investors with the complete range of current research on Eurodollar futures and options, now the most widely traded money market contracts in the world. The only current book on this widely-followed topic, it features chapters written by Eurodollar experts from JP Morgan, Mellon Capital, Merrill Lynch, and other global trading giants, and will quickly become a required reference for all Eurodollar F&O traders and investors.

Interest Rate Futures

Author : Allan M. Loosigian
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 462 pages
Book Rating : 4.:/5 (321 download)

DOWNLOAD NOW!

Book Synopsis Interest Rate Futures by : Allan M. Loosigian

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:

How to Use Interest Rate Futures Contracts

Author : Edward W. Schwarz
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 252 pages
Book Rating : 4.4/5 (91 download)

DOWNLOAD NOW!

Book Synopsis How to Use Interest Rate Futures Contracts by : Edward W. Schwarz

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:

Treasury Bond Basis 3e (Pb)

Author : Galen Burghardt
Publisher : McGraw-Hill Library of Investm
ISBN 13 : 9781265643782
Total Pages : 0 pages
Book Rating : 4.6/5 (437 download)

DOWNLOAD NOW!

Book Synopsis Treasury Bond Basis 3e (Pb) by : Galen Burghardt

Download or read book Treasury Bond Basis 3e (Pb) written by Galen Burghardt and published by McGraw-Hill Library of Investm. This book was released on 2023-03-31 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market

Download Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market PDF Online Free

Author : Bin Li
Publisher : World Scientific
ISBN 13 : 9814494240
Total Pages : 523 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!

Book Synopsis Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market by : Bin Li

Download or read book Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market written by Bin Li and published by World Scientific. This book was released on 2007-01-23 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authors' own research and practice. It is written from the viewpoint of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise (and tedious) technical conditions. It attempts to combine economic insights with mathematics and modeling so as to help the reader to develop intuitions.Among the modeling and the numerical techniques presented are the practical applications of the martingale theories, such as martingale model factory and martingale resampling and interpolation. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies from the perspective of a front office functionality and a revenue center (rather than merely a risk management functionality), which are relatively recent developments and are of increasing importance. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, and credit extinguishers.While the primary scope of this book is the fixed-income market (with further focus on the interest rate market), many of the methodologies presented also apply to other financial markets, such as the credit, equity, foreign exchange, and commodity markets.

Trading and Pricing Financial Derivatives

Author : Patrick Boyle
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 1547401214
Total Pages : 273 pages
Book Rating : 4.5/5 (474 download)

DOWNLOAD NOW!

Book Synopsis Trading and Pricing Financial Derivatives by : Patrick Boyle

Download or read book Trading and Pricing Financial Derivatives written by Patrick Boyle and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-12-17 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.

The Concise Handbook of Futures Markets

Author : Perry J. Kaufman
Publisher :
ISBN 13 :
Total Pages : 866 pages
Book Rating : 4.3/5 (97 download)

DOWNLOAD NOW!

Book Synopsis The Concise Handbook of Futures Markets by : Perry J. Kaufman

Download or read book The Concise Handbook of Futures Markets written by Perry J. Kaufman and published by . This book was released on 1986-09-12 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forbes Magazine called the 1,600-page, original Handbook of Futures Markets ``an exceptionally fine collection of work on every phase of the futures market.'' Now in paperback (and weighing much less than the six-and-a-half pound hardcover edition), this concise version covers the essential principles and methods in the encyclopedic original in 800 pages. Comprising all the material in Parts I through V of the original handbook, this edition brings together the know-how of the markets' foremost authorities. It covers futures markets and their operation; factors that influence the markets; uses of the markets, including hedging, managing interest rate risk, commodity spreads and options; forecasting methods and tools; and risk and money management.

Commodity Options

Author : Carley Garner
Publisher :
ISBN 13 : 9788131744260
Total Pages : 285 pages
Book Rating : 4.7/5 (442 download)

DOWNLOAD NOW!

Book Synopsis Commodity Options by : Carley Garner

Download or read book Commodity Options written by Carley Garner and published by . This book was released on 2009 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors worldwide are discovering the enormous opportunities available through commodity options trading. However, because commodities have differing underlying characteristics from equities, commodity options behave differently as well. In this book, two of the field's most respected analysts present strategies built from the ground up for commodity options. Carley Garner and Paul Brittain begin with a quick primer on how commodity options work, how they evolved, and why conventional options strategies often fail in the commodity options markets. Next, using detailed examples based on their.

Financial Derivatives

Author : Keith Redhead
Publisher :
ISBN 13 :
Total Pages : 404 pages
Book Rating : 4.0/5 ( download)

DOWNLOAD NOW!

Book Synopsis Financial Derivatives by : Keith Redhead

Download or read book Financial Derivatives written by Keith Redhead and published by . This book was released on 1997 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete, highly accessible introduction to futures, forwards, options and swaps. Covers stock index futures, and short- and long-term interest rate futures. Discusses advanced strategies, including currency forwards and futures, options, arbitrage, Black-Scholes and Binomial option pricing models. Discusses swaps. Presents numerous examples and worked "activities" to illustrate techniques and facilitate self-assessment. Undergraduate and postgraduate introductory courses in financial derivatives, financial markets, institutions and investments.

The Money Market

Author : Marcia L. Stigum
Publisher : McGraw-Hill Professional Publishing
ISBN 13 :
Total Pages : 764 pages
Book Rating : 4.:/5 (321 download)

DOWNLOAD NOW!

Book Synopsis The Money Market by : Marcia L. Stigum

Download or read book The Money Market written by Marcia L. Stigum and published by McGraw-Hill Professional Publishing. This book was released on 1983 with total page 764 pages. Available in PDF, EPUB and Kindle. Book excerpt: **** The first edition (1978) is cited in BCL3 (the 1983 edition was not noticed by the editors?). This is the standard reference on the subject, updated to cover developments since 1983. New or substantially revised chapters cover interest-rate swaps, medium-term notes (including bank deposit notes) futures (Treasury and Euro), options, loan-participation sales, banking (domestic and Euro), and the commercial paper market. Annotation copyrighted by Book News, Inc., Portland, OR

Managing Interest Rate Risk

Author : John J. Stephens
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 208 pages
Book Rating : 4.E/5 ( download)

DOWNLOAD NOW!

Book Synopsis Managing Interest Rate Risk by : John J. Stephens

Download or read book Managing Interest Rate Risk written by John J. Stephens and published by John Wiley & Sons. This book was released on 2002-03-12 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.

From Trade-offs to Policy Ineffectiveness

Author : Thomas M. Humphrey
Publisher :
ISBN 13 : 9781437900361
Total Pages : 32 pages
Book Rating : 4.9/5 (3 download)

DOWNLOAD NOW!

Book Synopsis From Trade-offs to Policy Ineffectiveness by : Thomas M. Humphrey

Download or read book From Trade-offs to Policy Ineffectiveness written by Thomas M. Humphrey and published by . This book was released on 2008-04-01 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: The famous Phillips curve trade-off relationship between inflation & unemployment, whose doctrinal history these essays chronicle, amply illustrates the workings of well-known ¿laws¿ in economics. Contents: (1) The Early History of the Phillips Curve; (2) The Evolution & Policy Implications of Philips Curve Analysis: Early Versions of the Phillips Curve; Introduction of Shift Variables; The Expectations-Augmented Phillips Curve & the Adaptive-Expectations Mechanism; Statistical Tests of the Natural Rate Hypothesis; From Adaptive Expectations to Rational Expectations; Evaluation of Rational Expectations; Concluding Comments; & Appendix. Illustrations.