The handbook of financial futures: a guide for investors and professional financial managers
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
McGraw-Hill
1984
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXVII, 638 S. Ill., graph. Darst. |
| ISBN: | 0070380996 |
Internformat
MARC
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| 100 | 1 | |a Rothstein, Nancy H. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The handbook of financial futures |b a guide for investors and professional financial managers |c Nancy H. Rothstein, ed. in chief ... |
| 264 | 1 | |a New York [u.a.] |b McGraw-Hill |c 1984 | |
| 300 | |a XXVII, 638 S. |b Ill., graph. Darst. | ||
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| 650 | 7 | |a Spéculation - Guides, manuels, etc |2 ram | |
| 650 | 4 | |a Hedging (Finance) |v Handbooks, manuals, etc | |
| 650 | 4 | |a Interest rate futures |v Handbooks, manuals, etc | |
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Datensatz im Suchindex
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| adam_text | CONTENTS CONTRIBUTORS XXI FOREWORD XXIII ACKNOWLEDGMENTS XXVII SECTION
1*THE MECHANICS OF FINANCIAL FUTURES MARKETS 1 CHAPTER 1. INTRODUCTION
(N. H. ROTHSTEIN) 3 PURPOSE AND SCOPE OF THE BOOK 3 ORGANIZATION AND
CONTENT OF THE BOOK 4 SECTION 1*THE MECHANICS OF FINANCIAL FUTURES
MARKETS 4 * SECTION 2*SPECULATION AND HEDGING: CONCEPTS AND APPLICA-
TIONS 4 * SECTION 3*MARKET ANALYSIS 5 * SECTION 4*REG- ULATORY,
ACCOUNTING, AND TAX IMPLICATIONS 6 * SECTION REFERENCES 6 DEFINITION OF
FINANCIAL FUTURES 6 CHAPTER 2. THE ORIGINS OF FUTURES MARKETS (WARREN W.
LEBECK) 9 MARKET ORIGINS 9 DEVELOPMENT OF U.S. COMMODITY MARKETS 10 THE
CHICAGO BOARD OF TRADE 11 FROM CASH CONTRACTS TO FUTURES CONTRACTS 11
VIII CONTENTS FIRST REGULATORY STEPS 13 OTHER U.S. MARKETS 13 FEDERAL
REGULATORY LEGISLATION 14 CHINA S MAGIC BEAN 15 EXPANSION OF FUTURES IN
THE FIFTIES AND SIXTIES 15 THE SEVENTIES AND THE FINANCIAL FUTURES
EXPLOSION 16 THE INTERNATIONAL MONETARY MARKET 17 CURRENCY FUTURES 18
INTEREST RATE FUTURES 19 GNMA FUTURES CONTRACTS 20 THE RUSH IS ON 21
LOOKING AHEAD 21 CHAPTER 3. THE ROLE AND OPERATION OF CLEARING HOUSES
(WALTER W. BRINKMAN) 23 THE HISTORY AND DEVELOPMENT OF CLEARING
ORGANIZATIONS 24 CLEARING HOUSE ORGANIZATION AND OPERATION 26 THE
PROCESS OF CLEARING TRADES 27 CREATION AND MAINTENANCE OF FINANCIAL
INTEGRITY 29 SETTLEMENT PRICES AND DAILY CASH SETTLEMENT 30 * MAR- GINS
31 * OTHER CLEARING HOUSE POWERS 32 DELIVERY 32 CHAPTER 4. WHAT ARE
FINANCIAL FUTURES? (JAMES M. LITTLE) 35 WHAT ARE FINANCIAL FUTURES? 35
THE LONG AND THE SHORT OF FINANCIAL FUTURES 37 CONTENTS IX DELIVERY 43
MARGIN AND LEVERAGE 45 INITIAL VERSUS MAINTENANCE MARGIN 46 * INITIAL
VERSUS VARIATION MARGIN 47 LIQUIDITY 47 TRADING VOLUME 48 * OPEN
INTEREST 50 * SPREADS BE- TWEEN BID AND OFFER PRICE 50 COMPARISON TO
CASH MARKET INSTRUMENTS 52 BASIS 52 * LIQUIDITY 60 * OTHER CASH MARKET
COMPARI- SONS 61 COMPARISONS TO FORWARDS 61 STANDARDIZATION 62 *
TRANSFERABILITY 62 * MAR- GINS 62 * CREDITWORTHINESS 62 * LIQUIDITY 63
COMPARISON TO OPTIONS 63 STANDARDIZATION 64 * RISK 64 * TRANSFERABILITY
AND CRED- ITWORTHINESS 65 * MARGINS 65 * LIQUIDITY 65 CHAPTER 5. GOLD
AND SILVER MARKETS*CASH AND FUTURES (JAMES E. SINCLAIR) 67 ORIGINS OF
THE FUTURES CONTRACT 68 GOLD 68 WHAT MAKES GOLD MOVE? 70 * GOVERNMENT
AND GOLD 71 * THE WORLD MARKET 72 * AMERICAN FUTURES MARKETS 74 *
TRADING TECHNIQUES 75 * THE LONGS AND THE SHORTS OF THE MARKET 77 SILVER
79 COMPARED WITH AND CONTRASTED TO GOLD 79 * SOURCES OF PHYSI- CAL
SILVER 80 * THE MARKET AND APPLICATIONS IN SILVER FU- TURES 81 *
TURBULENT TIMES 82 * PARTICIPANTS AND THEIR MOTIVES 83 X CONTENTS
CHAPTER 6. TRADING IN INTERNATIONAL CURRENCIES (JAMES E. SINCLAIR) 85
THE INTERBANK MARKET 87 THE CURRENCY FUTURES MARKET 89 THE SELECTION OF
FUTURES OR FORWARDS 92 MARKET OPPORTUNITIES 93 WHY CURRENCIES FLUCTUATE
95 THE OUTLOOK 9 CHAPTER 7. TRADING MECHANICS AND PROCEDURES (DAVID
DRIVER AND JEROME LACEY) 97 OPENING A FUTURES ACCOUNT 97 FUTURES ORDER
TYPES 98 MARKET ORDER 98 * LIMIT ORDER 100 * STOP ORDER 101 * ADDITIONAL
ORDER TYPES 102 ORDER FLOW 104 MARGIN 107 EXECUTION COSTS 108 ERRORS 109
THE DELIVERY PROCESS 109 MECHANICS OF DELIVERY 109 * INVOICING 111 *
NATURE AND TIMING OF DELIVERY 114 CHAPTER 8. THE MARKET PARTICIPANTS AND
THEIR MOTIVATIONS (NANCY H. ROTHSTEIN AND JAMES M. LITTLE) 115 EXCHANGE
MEMBERS 116 COMMISSION BROKERS (FLOOR BROKERS) 116 * LOCALS (FLOOR TRAD-
ERS) 116 FUTURES COMMISSION MERCHANTS 119 HEDGERS 120 CONTENTS XI
FINANCIAL INSTITUTIONS 125 * INVESTMENT BANKERS AND SECURITY DEALERS 131
* CORPORATIONS 131 SPECULATORS 132 POSITION TRADERS 133 * SPREADERS 135
* ARBITRAGE 136 SECTION 2*SPECULATION AND HEDGING: CONCEPTS AND
APPLICATIONS 139 CHAPTER 9. STRATEGIES FOR SPECULATION (JAMES M. LITTLE)
141 TYPES OF SPECULATORS 142 POSITION TRADERS 142 * DAY TRADERS 144 *
CONTRATREND TRADERS 145 * SPREADERS 145 * ARBITRAGE 153 COMMON MISTAKES
AND HOW TO AVOID THEM 153 OVERTRADING 154 * PYRAMIDING 154 * TAKING
SMALL PROF- ITS 154 * TAKING LARGE LOSSES 155 * PUTTING ALL THE EGGS IN
ONE BASKET 155 * UNCLEAR COMMUNICATION 155 FUNDS AND MANAGED ACCOUNTS
156 CAVEATS 156 CHAPTER 10. DESIGNING THE HEDGE STRATEGY (DR. MARK J.
POWERS AND RICHARD P. WEISSMAN) 157 HEDGING DEFINED 157 SETTING HEDGE
OBJECTIVES AND EVALUATING INTEREST RATE RISK EXPOSURE 158 DETERMINING
HEDGEABILITY 158 STRUCTURING THE HEDGE 159 ATTAINING DOLLAR EQUIVALENCY
159 * SELECTING THE CONTRACT MONTH 162 * SELECTING THE FUTURES VEHICLE
AND LIQUID- ITY 164 * TIMING THE INITIATION OF A HEDGE 165 * POST-
SCRIPT 165 CONTENTS CHAPTER 11. MANAGING THE HEDGE PROGRAM (NANCY H.
ROTHSTEIN) 167 THE HEDGE MANAGEMENT PROCESS 168 EVALUATING AND
MONITORING THE HEDGE POSITION 169 MANAGING HEDGE OBJECTIVES 169 *
ADJUSTING THE HEDGE STRUC- TURE 172 * BASIS MANAGEMENT 176 EVALUATING
THE HEDGE PROGRAM 178 EVALUATING HEDGE EFFICIENCY 179 * COSTS AND CASH
FLOW IMPLI- CATIONS 180 * MANAGEMENT REPORTING 181 * HEDGE MAN- AGEMENT
182 CHAPTER 12. HEDGING AND TRADING STRATEGIES 185 AN OVERVIEW OF THE
CHAPTER (BY NANCY H. ROTHSTEIN) 185 PURPOSE 185 * STRUCTURE AND
ORGANIZATION 186 * CON- TENTS 187 FINANCIAL INSTITUTION APPLICATIONS 187
BANK APPLICATIONS 187 » THE USE OF FINANCIAL FUTURES IN THE ASSET AND
LIABILITY MANAGEMENT PROCESS (BY J. MIKESELL THOMAS) * HEDGING THE
ISSUANCE OF CERTIFI- CATES OF DEPOSIT (BY LAWRENCE I. GERAGHTY, JR.) *
PROTECTING THE BOND INVESTMENT PORTFOLIO WITH FINANCIAL FUTURES (BY
NANCY H. ROTH- STEIN) * ADVANCED ARBITRAGE* ROLLING THUNDER (BY SCOTT
N. DILLMAN) * HEDGING AND TRADING STRATEGIES FOR BANK TRUST DEPART-
MENTS (BY WILLARD R. PHILLIPS, JR.) * AN APPLICATION OF THE USE OF
FINANCIAL FUTURES BY FOREIGN BANKS IN THE UNITED STATES TO HEDGE
OPERATING COSTS*THE PLEDGED ASSET ACCOUNT AND THE FINANCIAL FU- TURES
MARKET (BY JOSEPH S. LENCHNER) SAVINGS AND LOAN ASSOCIATION APPLICATIONS
213 HEDGING STRATEGIES FOR SAVINGS AND LOAN ASSOCIATIONS (BY GARY M.
PATYK) INSURANCE COMPANY APPLICATIONS 216 THE INSURANCE INDUSTRY AND
FINANCIAL FUTURES (BY SUZANNE WARD KNELMAN) CONTENTS BROKER-DEALER
APPLICATIONS 231 TRADING AND ARBITRAGE ACTIVITIES 231 TRADING AND
ARBITRAGE (BY RICHARD J. PEDERSEN) PORTFOLIO MANAGEMENT 234 IMPROVED
BOND PORTFOLIO HEDGING*USING WEIGHTED HEDGING AND BOND SPREADS (BY NAN
SEDERGREN) CORPORATE APPLICATIONS 241 SHORT-TERM BORROWING APPLICATIONS
241 COMMERCIAL PAPER HEDGE (BY CHANCE BAHADUR) * PRIME RATE HEDGING (BY
LAWRENCE M. BACKES) * HEDGING EURODOLLAR RISK (BY RICHARD G. FAUX, JR.)
* HEDGING REAL ESTATE CONSTRUCTION LOANS* AN ILLUSTRATION (BY LAUREN I.
KROLL) LONG-TERM BORROWING APPLICATIONS 262 HEDGING THE ISSUANCE OF
LONG-TERM DEBT (BY NANCY H. ROTHSTEIN) FOREIGN EXCHANGE APPLICATIONS 267
USING FINANCIAL FUTURES FOR FOREIGN EXCHANGE HEDGING (BY DANIEL M.
PERKINS) PENSION AND PROFIT-SHARING APPLICATIONS 269 THE USE OF
FINANCIAL FUTURES IN EMPLOYEE BENEFIT PORTFOLIO MANAGE- MENT (BY SEYMOUR
N. LOTSOFF) OTHER STRATEGIES 272 STOCK PORTFOLIO APPLICATIONS 272
TEMPORARY SHORT HEDGE OF A DIVERSIFIED PORTFOLIO BY INSTITUTIONAL INVES-
TORS: USING THE STANDARD & POOR S 500 STOCK INDEX FUTURES (COURTESY OF
THE INDEX AND OPTIONS MARKET, A DIVISION OF THE CHICAGO MERCANTILE
EXCHANGE) OPTIONS ON FUTURES APPLICATIONS 275 STRATEGIES FOR USING
OPTIONS ON U.S. TREASURY BOND FUTURES (COURTESY OF THE CHICAGO BOARD OF
TRADE) OVERSEAS MARKET APPLICATION 282 A SHORT HEDGE BY A GILT PORTFOLIO
MANAGER (COURTESY OF THE LONDON INTERNATIONAL FINANCIAL FUTURES
EXCHANGE) CONTENTS SECTION 3*MARKET ANALYSIS 285 CHAPTER 13. FUNDAMENTAL
ANALYSIS (DR. JOHN M. BLIN) 287 MONEY*TODAY AND TOMORROW 287 MONEY*AS
EVERYONE KNOWS IT 287 * MONEY AS TIME PASSES 288 * WHAT IS THE NEXT
STEP? 289 MONEY. BILLS, BONDS . . . AND ALL THAT 289 WHENCE IT COMES 289
* MONEY VERSUS OTHER DEBT INSTRU- MENTS 291 * HOW MUCH MONEY AND AT WHAT
PRICE? 292 * THE FED MOVES TO CENTER STAGE 294 * FED-WATCHING 308 BEYOND
MONEY*THE FORGOTTEN VARIABLES 315 REAL VARIABLES, CAUSE OR EFFECT? 315 *
FISCAL VARIABLES, BUDGET FINANCING AND ITS IMPACT 319 * MAJOR ECONOMIC
INDICA- TORS AND THEIR MEANING FOR INTEREST RATE FUTURES MARKETS 327
EPILOGUE 330 CHAPTER 14. TECHNICAL ANALYSIS (PERRY J. KAUFMAN) 333
INTRODUCTION 333 BACKGROUND 333 * RANDOM WALK 334 CHART ANALYSIS 335
TRENDLINES 337 * COMMON CHART FORMATIONS 338 * DIS- CUSSION OF COMMON
CHART FORMATIONS 338 * VOLUME AND OPEN INTEREST 342 POINT-AND-FIGURE
CHARTING METHOD 343 CHART FORMATIONS 345 * TRADING TECHNIQUES 345 *
PRICE OBJECTIVES 345 * POINT-AND-FIGURE CONCEPTS 347 SMOOTHING 347
TRADING RULES 349 * VELOCITY AND ACCELERATION 352 CONTENTS XV CYCLES 352
ECONOMIC CYCLES 353 SPREADS 355 CARRYING CHARGES 356 * TECHNICAL
ANALYSIS OF SPREADS 358 SHORT-TERM TRADING 360 DAY TRADING TECHNIQUES
360 * METHODS OF DAY TRAD- ING 360 * OVERNIGHT POSITIONS 361 *
POINT-AND-FIGURE USE IN SHORT-TERM TRADING 362 USE OF THE COMPUTER IN
TECHNICAL ANALYSIS 362 DEVELOPING COMPUTERIZED SYSTEMS 363 * SIMULATED
RE- SULTS 364 * OPERATIONS 364 STATISTICAL TOOLS 365 AVERAGING 365 *
MEASURING DISTRIBUTION 366 * DATA SAM- PLING 367 * REGRESSION ANALYSIS
368 * RISK RELATION- SHIPS 369 * MEASURING RISK 371 CHAPTER 15. THE
YIELD CURVE: CASH AND FUTURES MARKETS (DR. FRANK I. JONES) 373 SHAPE OF
THE YIELD CURVE*CONCEPTUAL APPROACH 374 EXPECTATIONS HYPOTHESIS 374
EXTENSION OF CONCEPTUAL DISCUSSION OF THE SLOPE OF THE YIELD CURVE 375
LIQUIDITY HYPOTHESIS 375 * SEGMENTATION HYPOTHESIS 377 * SYNTHESIS 378
SHAPE OF THE YIELD CURVE*A QUANTITATIVE APPROACH 378 EXPECTATIONS AND
THE SLOPE OF THE YIELD CURVE 379 * THE IM- PLICIT FORWARD RATE 382 * THE
YIELD CURVE AND THE IFR CURVE 384 * IFRS AND FUTURES MARKET INTEREST
RATES 385 YIELD CURVE*EMPIRICAL APPROACH 389 CONSTRUCTING A YIELD CURVE
369 * CALCULATING IMPLICIT FORWARD RATES 399 * FUTURES MARKET YIELD
CURVES 401 CONTENTS CASH AND FUTURES MARKET YIELD CURVES FOR TREASURY
SECURITIES 402 CONSTRUCTION OF THE CASH AND FUTURES MARKET YIELD CURVES
403 * APPLICATION OF YIELD CURVE ANALYSIS TO FUTURES MARKET INVESTMENT
STRATEGIES 405 THE ROLLING YIELD AND ROLLING YIELD CURVE 410 ROLLING
YIELD CURVES WITH CHANGING YIELD CURVES 414 * OVER- VIEW 417 YIELD
CONCEPTS*A SYNTHESIS 419 CHAPTER 16. THE ANALYSIS OF VALUE AND
VOLATILITY IN FINANCIAL FUTURES (MARTIN L. LEIBOWITZ) 423 THE ANALYSIS
OF VALUE IN FINANCIAL FUTURES 425 THE DELAYED DELIVERY SITUATION 425 *
THE FRONT-END RATE 426 * THE CARRY SPREAD 428 * THE PRICE BA- SIS 428 *
RELATIVE VALUE AND THE RAW BASIS 429 * EXAM- PLE OF A CHEAPER FUTURES
CONTRACT 429 * SPLITTING THE PRICE BA- SIS 430 * THE YIELD OF THE
FUTURES CONTRACT 431 * THE YIELD BASIS 431 * CARRY BASIS AS A YIELD
SPREAD 433 * VALUE BASIS AS A YIELD SPREAD 433 * THE DEBT MARKET CON-
TEXT 434 * RESPONSE PATTERNS OF THE CARRY BASIS 435 VOLATILITY
CHARACTERISTICS OF THE FUTURES CONTRACT 435 THE PARALLEL MARKET SHIFT
436 * MARKET SHIFT VOLATILITY 438 * YIELD CURVE RESHAPING 439 * CHANGING
CARRY SPREADS 440 * YIELD CURVE VOLATILITY 443 * GENERAL YIELD CURVE
MOVE- MENTS 443 CHAPTER 17. THE IMPLIED REPO RATE (WILLIAM M. KIDDER)
447 CASH OR FUTURES 447 THE IMPLIED REPO RATE IS A TEST FOR THE BETTER
WAY TO GO LONG 447 * SETTLEMENT NOW OR SETTLEMENT LATER 448 * IM- PLIED
VERSUS ACTUAL REPO RATE 449 CONTENTS SOLVING FOR THE UNKNOWN VARIABLE
450 PARTICULAR DAYS*POINTS IN TIME 451 * PARTICULAR AMOUNTS ON A GIVEN
DATE 451 * PARTICULAR AMOUNT FOR A GIVEN TIME PERIOD PAID ON A
PARTICULAR DATE 451 * TWO WAYS TO CALCULATE INTEREST FOR THE AB PERIOD
453 * A CHANGE IN COST OF CARRY AFFECTS THE AMOUNT OF A FUTURES CONTRACT
454 DECISION RULES FOR THE LEVERAGED BUYER 454 THE CASH AND CARRY
TRANSACTION 455 NECESSARY FORECASTS OR ASSUMPTIONS 456 FIRST ASSUMPTION
456 * SECOND ASSUMPTION 457 * THIRD ASSUMPTION 457 * ASSUMPTION THREE IS
OFTEN WRONG 458 * FOURTH ASSUMPTION 459 THE IMPLIED REPO RATE {R M )
BASED ON A FORECAST OF C B 460 GIVEN INFORMATION PROVIDED BY MARKET
ACTIVITY 460 * AN EXAM- PLE USING CD FUTURES 462 HOW TO USE THE IMPLIED
REPO RATE (IFO) TO DECIDE BETWEEN CASH AND FUTURES 464 SIMPLE DECISION
RULES WHEN GOING LONG 464 * MODIFIED DECI- SION RULES WHEN GOING LONG
465 * DECISION RULES WHEN GOING SHORT 465 * MODIFIED DECISION RULES WHEN
GOING SHORT 466 * A THEORETICAL AND PRACTICAL FOUNDATION FOR EVALU-
ATING FUTURES 466 CHAPTER 18. NUMERICAL RELATIONSHIPS OF CASH AND
FUTURES: KEYS TO ANALYSIS OF HEDGE AND SPECULATIVE STRATEGIES (ARTHUR L.
REBELL) 467 CONVERGENCE 468 BASIS 469 CASH-FUTURES DIFFERENTIALS:
CREATING BASIS TRADES 471 TREASURY BONDS 471 * TREASURY BILLS 477 *
GNMAS 481 * CERTIFICATES OF DEPOSIT 485 SUMMARY 491 XVIII CONTENTS
SECTION 4*REGULATORY, ACCOUNTING, AND TAX IMPLICATIONS 493 CHAPTER 19.
TRADING RULES AND REGULATIONS (JOHN H. STASSEN) 495 THE ESSENCE OF
FUTURES TRADING 495 EXCHANGE RULES 496 ORGANIZATION AND STRUCTURE OF
EXCHANGES 496 * CONTRACT SPECI- FICATION AUTHORITY 497 * FINANCIAL RULES
497 * TRADING RESTRICTIONS 497 * SURVEILLANCE POWERS 497 * EMERGENCY
POWERS 498 * DISPUTE SETTLEMENT 498 * CAVEAT 498 * THE NATIONAL FUTURES
ASSOCIATION 498 CFTC RULES 498 ORGANIZATION OF THE CFTC 498 * CFTC
AUTHORITY AND RESPONSI- BILITY*AN OVERVIEW 499 * MARKET SURVEILLANCE 500
* RE- PORTABLE POSITIONS 501 CHAPTER 20. REGULATORY CONSIDERATIONS (JOHN
H. STASSEN) 503 THE REGULATORS*AN OVERVIEW 503 REGULATORY UMBRELLAS 503
* SCOPE OF THE FEDERAL REGULA- TORY SCHEME 503 * SCOPE OF SPECIAL
REGULATORS 504 * ADDITIONAL REGULATORY CONSIDERATIONS 505 * A QUESTION
OF TURF 505 THE FEDERAL REGULATORY SCHEME 506 THE COMMODITY EXCHANGE ACT
(C.E.A.) 506 * THE COMMODITY FUTURES TRADING COMMISSION (CFTC) 507 *
CFTC JURISDIC- TION 507 * THE EXCHANGE ROLE 507 * 1978 ACT AMEND- MENTS
508 * SUNSET II (1982) 508 FINANCIAL INSTITUTIONS. INSURANCE COMPANIES.
PENSIONS. AND TRUSTS*SPECIAL REGULATORY REQUIREMENTS 509 NATIONAL BANKS
509 * STATE BANKS 513 * BANK HOLDING COMPANIES 517 * FEDERAL AND STATE
SAVINGS AND LOAN ASSOCI- CONTENTS ATIONS 518 * CREDIT UNIONS 526 *
INSURANCE COMPA- NIES 527 * PENSION FUNDS 528 A POSTSCRIPT ON ACCOUNTING
ISSUES 530 FASB PRONOUNCEMENTS 530 CHAPTER 21. ACCOUNTING AND CONTROL
TECHNIQUES (MITCHELL R. FULSCHER AND DAVID C. FISHER) 533 ACCOUNTING
CONCEPTS 534 BALANCE SHEET TREATMENT 534 * INCOME STATEMENT TREAT- MENT
534 * HEDGE ACCOUNTING 535 * FINANCIAL STATEMENT DISCLOSURE 539 *
REGULATORY CONSIDERATIONS 539 INTERNAL CONTROL TECHNIQUES 540 POLICIES
AND PROCEDURES 541 * TRADING LIMITS 541 * AU- THORIZED DEALERS 541 *
SEGREGATION OF DUTIES 541 * RE- PORTING SYSTEM 541 * ACCOUNTING RECORDS
542 * INTERNAL AUDIT 542 CHAPTER 22. FEDERAL INCOME TAX CONSIDERATIONS
(JUDE P. ZWICK) 543 CLASSIFICATION OF USERS FOR TAX PURPOSES 544 DEALER
545 * TRADER 545 * SPECULATOR-INVESTOR 546 TAX RULES PERTAINING TO
FINANCIAL INSTRUMENT FUTURES 546 LONG-TERM CAPITAL TAX TREATMENT 547 *
APPLICABILITY OF THE WASH SALE RULE 547 * APPLICABILITY OF THE SHORT
SALE RULE 548 * REVENUE RULING 77-185 549 * NEW RULES INTRO- DUCED BY
ERTA 81 AND THE TECHNICAL CORRECTIONS ACT OF 1982 550 * SPECIFIC RULES
APPLICABLE TO COMMODITY TRANSAC- TIONS 550 HEDGING RULES 554 HEDGING
TRANSACTIONS*COMMERCIAL USES AND TAX IMPLICATIONS 555 HEDGE INVENTORY
556 * HEDGE RAW MATERIAL*CASH MARKET FI- NANCIAL INSTRUMENTS USED IN
TRADE OR BUSINESS 557 * HEDGE XX CONTENTS OBLIGATIONS TO BUY OR SELL 558
* HEDGE INVESTMENT PORTFO- LIO 558 * OTHER USES FOR HEDGES 559 SECTION
5*REFERENCES 565 APPENDIX 567 DIRECTORY OF NNANCIAL FUTURES EXCHANGES
567 UNITED STATES 567 * FOREIGN 568 CONTRACT SPECIFICATIONS 569 ACTIVE
DOMESTIC FINANCIAL FUTURES CONTRACTS 570 * FOREIGN FI- NANCIAL FUTURES
CONTRACTS 579 * INACTIVE FINANCIAL FUTURES CONTRACTS 583 * PROPOSED
FINANCIAL FUTURES CONTRACTS 584 * OPTIONS ON FUTURES CONTRACTS 585
GLOSSARY 589 BIBLIOGRAPHY 609 INDEX 623
|
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| dewey-full | 332.8/2 332.645 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.8/2 332.645 |
| dewey-search | 332.8/2 332.645 |
| dewey-sort | 3332.8 12 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV005317553 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:27:36Z |
| institution | BVB |
| isbn | 0070380996 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-003325395 |
| oclc_num | 9533298 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-703 DE-N2 DE-11 DE-188 |
| owner_facet | DE-473 DE-BY-UBG DE-703 DE-N2 DE-11 DE-188 |
| physical | XXVII, 638 S. Ill., graph. Darst. |
| publishDate | 1984 |
| publishDateSearch | 1984 |
| publishDateSort | 1984 |
| publisher | McGraw-Hill |
| record_format | marc |
| spelling | Rothstein, Nancy H. Verfasser aut The handbook of financial futures a guide for investors and professional financial managers Nancy H. Rothstein, ed. in chief ... New York [u.a.] McGraw-Hill 1984 XXVII, 638 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Couverture (finances) ram Marchés à terme de taux di̕ntérêt ram Spéculation - Guides, manuels, etc ram Hedging (Finance) Handbooks, manuals, etc Interest rate futures Handbooks, manuals, etc Speculation Handbooks, manuals, etc Termingeschäft (DE-588)4117190-1 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Termingeschäft (DE-588)4117190-1 s DE-604 SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003325395&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rothstein, Nancy H. The handbook of financial futures a guide for investors and professional financial managers Couverture (finances) ram Marchés à terme de taux di̕ntérêt ram Spéculation - Guides, manuels, etc ram Hedging (Finance) Handbooks, manuals, etc Interest rate futures Handbooks, manuals, etc Speculation Handbooks, manuals, etc Termingeschäft (DE-588)4117190-1 gnd |
| subject_GND | (DE-588)4117190-1 (DE-588)4143413-4 |
| title | The handbook of financial futures a guide for investors and professional financial managers |
| title_auth | The handbook of financial futures a guide for investors and professional financial managers |
| title_exact_search | The handbook of financial futures a guide for investors and professional financial managers |
| title_full | The handbook of financial futures a guide for investors and professional financial managers Nancy H. Rothstein, ed. in chief ... |
| title_fullStr | The handbook of financial futures a guide for investors and professional financial managers Nancy H. Rothstein, ed. in chief ... |
| title_full_unstemmed | The handbook of financial futures a guide for investors and professional financial managers Nancy H. Rothstein, ed. in chief ... |
| title_short | The handbook of financial futures |
| title_sort | the handbook of financial futures a guide for investors and professional financial managers |
| title_sub | a guide for investors and professional financial managers |
| topic | Couverture (finances) ram Marchés à terme de taux di̕ntérêt ram Spéculation - Guides, manuels, etc ram Hedging (Finance) Handbooks, manuals, etc Interest rate futures Handbooks, manuals, etc Speculation Handbooks, manuals, etc Termingeschäft (DE-588)4117190-1 gnd |
| topic_facet | Couverture (finances) Marchés à terme de taux di̕ntérêt Spéculation - Guides, manuels, etc Hedging (Finance) Handbooks, manuals, etc Interest rate futures Handbooks, manuals, etc Speculation Handbooks, manuals, etc Termingeschäft Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003325395&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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