The financial futures primer
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| 1. Verfasser: | |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Malden, MA [u.a.]
Blackwell Business
1997
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| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
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| 100 | 1 | |a Kolb, Robert W. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The financial futures primer |c Robert W. Kolb |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Malden, MA [u.a.] |b Blackwell Business |c 1997 | |
| 300 | |a X, 369 S. |b graph. Darst. | ||
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| 337 | |b n |2 rdamedia | ||
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| 650 | 7 | |a Marchés à terme |2 ram | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-007817413 | |
Datensatz im Suchindex
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|---|---|
| adam_text | Table of Contents
Preface ix
Chapter 1 Futures Markets: Introduction 1
Overview 1
The Concept of Arbitrage 2
Origins of Forward Contracting 3
Forward versus Futures Markets 5
Exchanges and Types of Futures 25
Electronic Futures Trading 30
Purposes of Futures Markets 34
Brokers, Advisors, and Commodity Fund Managers 37
Regulation of Futures Markets 41
Taxation of Futures Trading 47
Conclusion 48
Notes 48
Chapter 2 Futures Prices 53
Overview 53
Reading Futures Prices 54
The Basis and Spreads 61
Models of Futures Prices 66
Futures Prices and Expectations 93
Futures Prices and Risk Aversion 96
Conclusion 104
Notes 105
Chapter 3 Using Futures Markets 107
Overview 107
Price Discovery 108
Speculation 111
v
vi Contents
Speculative Profits 121
Hedging 124
Conclusion 136
Notes 137
Chapter 4 Interest Rate Futures: Introduction 139
Overview 139
Interest Rate Futures Contracts 140
Pricing Interest Rate Futures Contracts 156
Speculating with Interest Rate Futures 172
Hedging with Interest Rate Futures 179
Conclusion 189
Notes 190
Chapter 5 Interest Rate Futures: Refevements 191
Overview 191
The T Bond Futures Contract in Detail 192
Interest Rate Futures Market Efficiency 207
Applications: Eurodollar and T Bill Futures 211
Hedging with T Bond Futures 223
Conclusion 236
Notes 237
Chapter 6 Stock Index Futures: Introduction 24l
Overview 241
The Four Indexes 242
Stock Index Futures Contracts 249
Stock Index Futures Prices 251
Index Arbitrage and Program Trading 256
Specuiating with Stock Index Futures 263
The Demise of Barings Bank 266
Risk Management with Stock Index Futures 267
Conclusion 271
Notes 271
Chapter 7 Stock Index Futures: Refinements 273
Overview 273
Stock Index Futures Prices 274
Contents vii
Real World Program Trading 280
Hedging with Stock Index Futures 284
Asset Allocation 293
Portfolio Insurance 296
Index Futures and Stock Market Volatility 299
Index Futures and Stock Market Crashes 308
Conclusion 314
Notes 315
Chapter 8 Foreign Exchange Futures 319
Overview 319
Price Quotations 320
Geographical and Cross Rate Arbitrage 322
Forward and Futures Market Characteristics 325
More Futures Price Parity Reiationships 330
Foreign Exchange Forecasting Accuracy 340
The Efficiency of Foreign Exchange Futures Markets 342
Speculation in Foreign Exchange Futures 345
Hedging with Foreign Exchange Futures 350
Conclusion 355
Notes 357
Index 359
|
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| id | DE-604.BV011604185 |
| illustrated | Illustrated |
| indexdate | 2024-12-23T14:36:28Z |
| institution | BVB |
| isbn | 1577180704 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007817413 |
| oclc_num | 35718525 |
| open_access_boolean | |
| owner | DE-703 |
| owner_facet | DE-703 |
| physical | X, 369 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
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| publisher | Blackwell Business |
| record_format | marc |
| spellingShingle | Kolb, Robert W. The financial futures primer Futures gtt Marchés à terme Marchés à terme d'instruments financiers Marchés à terme d'instruments financiers ram Marchés à terme ram Financial futures Futures market Financial Futures (DE-588)4128564-5 gnd |
| subject_GND | (DE-588)4128564-5 |
| title | The financial futures primer |
| title_auth | The financial futures primer |
| title_exact_search | The financial futures primer |
| title_full | The financial futures primer Robert W. Kolb |
| title_fullStr | The financial futures primer Robert W. Kolb |
| title_full_unstemmed | The financial futures primer Robert W. Kolb |
| title_short | The financial futures primer |
| title_sort | the financial futures primer |
| topic | Futures gtt Marchés à terme Marchés à terme d'instruments financiers Marchés à terme d'instruments financiers ram Marchés à terme ram Financial futures Futures market Financial Futures (DE-588)4128564-5 gnd |
| topic_facet | Futures Marchés à terme Marchés à terme d'instruments financiers Financial futures Futures market Financial Futures |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007817413&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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