The effectiveness of cross hedging with treasury bill futures
Author: Richard Philip Saunders
Publisher:
Published: 1980
Total Pages: 90
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author: Richard Philip Saunders
Publisher:
Published: 1980
Total Pages: 90
ISBN-13:
DOWNLOAD EBOOKAuthor: Michael Smirlock
Publisher:
Published: 1985
Total Pages: 18
ISBN-13:
DOWNLOAD EBOOKAuthor: Bonnie A. Burt
Publisher:
Published: 1983
Total Pages: 110
ISBN-13:
DOWNLOAD EBOOKAuthor: Bruce S. Berlin
Publisher:
Published: 1985
Total Pages: 312
ISBN-13:
DOWNLOAD EBOOKAuthor: Susan Marie Schmitt
Publisher:
Published: 1985
Total Pages: 210
ISBN-13:
DOWNLOAD EBOOKAuthor: Joseph D. Koziol
Publisher:
Published: 1990-02-19
Total Pages: 456
ISBN-13:
DOWNLOAD EBOOKDescribes both financial and physical hedging strategies and programs applicable to almost any industry. Shows how to use hedging strategies to capitalize on market volatility, while minimizing the effects of unfavorable market swings. Addresses theories of hedging and cross-hedging, cash-and-carry or ``repo'' programs, the ``perfect hedge,'' and the hedging paradox and also offers comparative approaches supported by examples.
Author: Charles A. Plassmann
Publisher:
Published: 1981
Total Pages: 86
ISBN-13:
DOWNLOAD EBOOKAuthor: Joseph B. Cole
Publisher:
Published: 1983
Total Pages: 258
ISBN-13:
DOWNLOAD EBOOKAuthor: Robert T. Daigler
Publisher: Irwin Professional Publishing
Published: 1993
Total Pages: 424
ISBN-13:
DOWNLOAD EBOOKToday's fast-changing markets are forcing financial institutions, investors and corporations to bear more risk than ever before. A miscalculation or a surprise move in interest rates or foreign currencies can wreak havoc on an institution's bottom line and competitive posture. Despite these perils, there is a shroud of mystery surrounding the very instruments designed to manage these risks - financial futures. Managing Risk with Financial Futures sheds much-needed light on financial futures. It describes how financial futures work and how they can be used to manage the risks associated with today's volatile financial markets. In a logical, step-by-step approach, noted financial futures authority Robert Daigler thoroughly explains every aspect of these fascinating instruments, from pricing to arbitrage to risk management. This book is the most comprehensive and authoritative overview of the financial futures markets ever written. Broad topics addressed include: the mechanics and regulation of the futures markets; pricing and arbitrage of financial futures; characteristics of interest rate, stock index and currency futures; and hedging and risk management strategies. After explaining the principles that underlie the financial futures markets, Dr. Daigler discusses specific risk management strategies. He shows how financial futures can be used to hedge fixed income and equity portfolios, asset/liability gaps, and corporate borrowing costs. In addition, he reveals special hedging applications for insurance companies. Managing Risk with Financial Futures goes much further than any other book in explaining how futures can be used safely to reduce risk and bolster returns. Such complex topicsas duration-based hedging, immunization and hedge ratios are addressed fully, from both a theoretical and practical point of view. Financial futures are a supremely important part of the financial world. Never before have they been written about with such depth and clarity.
Author: Patrick Cusatis
Publisher: McGraw Hill Professional
Published: 2005-02-22
Total Pages: 396
ISBN-13: 9780071454537
DOWNLOAD EBOOKBooks on complex hedging instruments are often more confusing than the instruments themselves. Hedging Instruments & Risk Management brings clarity to the topic, giving money managers the straightforward knowledge they need to employ hedging tools and techniques in four key markets—equity, currency, fixed income, and mortgage. Using real-world data and examples, this high-level book shows practitioners how to develop a common set of mathematical and statistical tools for hedging in various markets and then outlines several hedging strategies with the historical performance of each.