n order to effectively use the interest rate futures markets for hedging, two distinct types of hedges need to be recognized: One involves an existing position in the cash market; the other is where a cash position has not been taken but is expected to be taken in the future. The former situation ma
β¦ LIBER β¦
The Use of Interest Rate Futures and Options by Corporate Financial Managers
β Scribed by Stanley B. Block and Timothy J. Gallagher
- Book ID
- 124947762
- Publisher
- Financial Management Association International (FMA)
- Year
- 1986
- Tongue
- English
- Weight
- 1023 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0046-3892
- DOI
- 10.2307/3664846
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Economic considerations in the use of in
β
Charles T. Franckle; Andrew J. Senchack Jr.
π
Article
π
1982
π
John Wiley and Sons
π
English
β 627 KB
Finance (Capital Markets, Financial Mana
β
Fabozzi, Frank J.; Drake, Pamela Peterson
π
Article
π
2011
π
John Wiley & Sons, Inc.
β 179 KB
Interest rate risk, prepayment risk, and
β
Carl Alan Batlin
π
Article
π
1983
π
John Wiley and Sons
π
English
β 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
Terms Structure of Interest Rates and Im
β
Shang-Wu Yu
π
Article
π
1997
π
John Wiley and Sons
π
English
β 375 KB
The informational content of option-impl
β
Sascha Wilkens; Klaus RΓΆder
π
Article
π
2006
π
Elsevier Science
π
English
β 352 KB
Why do corporate managers misstate finan
β
Jap Efendi; Anup Srivastava; Edward P. Swanson
π
Article
π
2007
π
Elsevier Science
π
English
β 352 KB