FJ Fabozzi
Treasury Securities & Derivatives
Gebonden Engels 1997 9781883249236
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
Treasury securities represent the largest sector of interest rate markets. This book will provide securities newcomers with the tools they need to get up to speed and seasoned professionals with a valuable reference source. The book covers every aspect of the market, including: the basics, valuation techniques, risk analysis, and utilizing derivatives to control interest rate risk.
Specificaties
ISBN13:9781883249236
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:322
Uitgever:John Wiley & Sons
Hoofdrubriek:Financieel management, Financieel management
Serie:Frank J. Fabozzi Series
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
Acknowledgements.
<br />
<br /> 1. U.S. Treasury Securities.
<br />
<br /> 2. Valuation of Treasury Securities.
<br />
<br /> 3. Yield and Return Calculations.
<br />
<br /> 4. The Term Structure of Interest Rates.
<br />
<br /> 5. Spot Rates, Forward Rates, and Theories of the Term Structure of Interest Rates.
<br />
<br /> 6. Measuring Level Risk.
<br />
<br /> 7. Measuring Yield Curve Risk.
<br />
<br /> 8. Measuring Historical Yield Volatility and Forecasting Yield Volatility.
<br />
<br /> 9. Repurchase Agreements.
<br />
<br /> 10. Tax Treatment.
<br />
<br /> 11. Cash Market Trading Strategies.
<br />
<br /> 12. Treasury Futures Contracts.
<br />
<br /> 13. Treasury Options.
<br />
<br /> 14. Valuation of Treasury Futures and Options.
<br />
<br /> 15. Controlling Interest Rate Level Risk with Treasury Futures and Options.
<br />
<br /> 16. Basis Trading with Futures and Volatility Trades with Options.
<br />
<br /> Index.
<br />
<br /> 1. U.S. Treasury Securities.
<br />
<br /> 2. Valuation of Treasury Securities.
<br />
<br /> 3. Yield and Return Calculations.
<br />
<br /> 4. The Term Structure of Interest Rates.
<br />
<br /> 5. Spot Rates, Forward Rates, and Theories of the Term Structure of Interest Rates.
<br />
<br /> 6. Measuring Level Risk.
<br />
<br /> 7. Measuring Yield Curve Risk.
<br />
<br /> 8. Measuring Historical Yield Volatility and Forecasting Yield Volatility.
<br />
<br /> 9. Repurchase Agreements.
<br />
<br /> 10. Tax Treatment.
<br />
<br /> 11. Cash Market Trading Strategies.
<br />
<br /> 12. Treasury Futures Contracts.
<br />
<br /> 13. Treasury Options.
<br />
<br /> 14. Valuation of Treasury Futures and Options.
<br />
<br /> 15. Controlling Interest Rate Level Risk with Treasury Futures and Options.
<br />
<br /> 16. Basis Trading with Futures and Volatility Trades with Options.
<br />
<br /> Index.
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