๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Hedging With Interest Rate Futures

โœ Scribed by Ghosh, Asim


Book ID
120191756
Publisher
Institutional Investor
Year
1993
Tongue
English
Weight
631 KB
Volume
3
Category
Article
ISSN
1059-8596

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 futures and bank hedging
โœ Udo Broll; Timothy W. Guinnane ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Springer ๐ŸŒ German โš– 57 KB
Commercial banks and interest rate futur
โœ E. Theodore Veit; Wallace W. Reiff ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 669 KB

ommercial banks keep a significant proportion of their assets in the form of C fixed-income marketable securities (mostly government and municipal securities) that allows them a degree of flexibility to adjust assets quickly in response to changing economic conditions and to provide an important sou