๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Unified Approach to Hedging Interest Rate Risk with Financial Futures

โœ Scribed by Jimmy E. Hilliard


Book ID
109167148
Publisher
Decision Sciences Institute, Georgia State University
Year
1988
Tongue
English
Weight
880 KB
Volume
19
Category
Article
ISSN
0011-7315

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Effectiveness of hedging interest rate r
โœ Michel Fortin; Nabil T. Khoury ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 740 KB

ost empirical work and empirically oriented illustrations dealing with M the hedging effectiveness of futures contracts utilize either one of two approaches, namely: Risk minimization or payoff maximization. In the first approach, hedging is perceived as a combination of a futures position with an e

Interest rate risk, prepayment risk, and
โœ Carl Alan Batlin ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 547 KB

e development of futures markets in financial instruments has provided fi-T. nancial intermediaries, among others, with a vehicle for hedging against unanticipated changes in interest rates.' Protection against these fluctuations can benefit lending institutions which have exposed themselves to inte

233007 (M10, B20) A genetic approach to
๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 91 KB

The author characterizes the classes of utility functions that are consistent with different notions of mean preserving spreads introduced in the literature. This gives rise to a unified approach and extension of some definitions of increasing risk, including the concepts of Rothschild and Stiglitz