The handbook of treasury securities: trading and portfolio strategies
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chicago, Ill.
Probus Publ.
1987
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIV, 433 S. graph. Darst. |
| ISBN: | 0917253434 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | CONTENTS CONTRIBUTORS PREFACE CHAPTER 1 THE CASH MARKET FOR U.S.
TREASURY SECURITIES SHARMIN MOSSAVAR-RAHMANI, FRANK J. FABOZZI, FRANK J.
JONES, AND BENJAMIN WOLKOWITZ CHAPTER 2 THE TREASURY DEBT STORY RONALD
J. RYAN CHAPTER 3 PERFORMANCE OF THE TREASURY MARKET IN THE 1980S
SHARMIN MOSSAVAR-RAHMANI CHAPTER 4 MEASURING RISK AND REWARD IN THE
TREASURY MARKET SHARMIN MOSSAVAR-RAHMANI CHAPTER 5 FOREIGN-TARGETED
TREASURY SECURITIES KENNETH D. GARBADE CHAPTER 6 BASICS OF FED WATCHING
F. WARD MCCARTHY, JR., AND RAYMOND W. STONE XI XIII 1 35 47 63 97 125
VII VIII CONTENTS CHAPTER 7 REPURCHASE AGREEMENT 171 ANDREA J.
TRACHTENBERG CHAPTER 8 YIELD CURVE ARBITRAGE AND TRADING 183 JACKSON D.
BREAKS CHAPTER 9 DURATION EQUIVALENT SWAPS 215 MARCELLE ARAK, LAURIE
GOODMAN, AND JOSEPH SNAILER CHAPTER 10 BUTTERFLY AND CATERPILLAR
STRATEGIES BASED ON FORWARD RATES 241 MARCELLE ARAK, LAURIE GOODMAN, AND
JOSEPH SNAILER CHAPTER 11 ZERO COUPON TREASURY SECURITIES 267 THOMAS J.
KLUBER AND THOMAS STAUFFACHER CHAPTER 12 ANALYSIS OF AND PORTFOLIO
STRATEGIES WITH ZERO-COUPON TREASURIES 297 JAMES L. KOCHAN AND MAUREEN
MOONEY CHAPTER 13 RETURN ENHANCEMENT FOR PORTFOLIOS OF TREASURIES USING
A NAIVE EXPECTATIONS APPROACH 321 H. GIFFORD FONG AND FRANK J. FABOZZI
CHAPTER 14 AN OVERVIEW OF OPTIONS AND FUTURES IN TREASURY MARKETS 339
JOHN M. EZELL CHAPTER 15 MANAGING THE INTEREST RATE RISK OF TREASURY
SECURITIES 365 MARK PITTS CONTENTS IX CHAPTER 16 YIELD ENHANCEMENT
OPPORTUNITIES WITH TREASURY FUTURES 395 JACK BERNARD APPENDIX TAXATION
OF TREASURY SECURITIES 407 FRANK J. FABOZZI INDEX 423
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| isbn | 0917253434 |
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| spelling | The handbook of treasury securities trading and portfolio strategies ed. by Frank J. Fabozzi Chicago, Ill. Probus Publ. 1987 XIV, 433 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Government securities United States Handbooks, manuals, etc Staatspapier (DE-588)4221698-9 gnd rswk-swf USA USA (DE-588)4078704-7 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content USA (DE-588)4078704-7 g Staatspapier (DE-588)4221698-9 s DE-604 Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004172469&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The handbook of treasury securities trading and portfolio strategies Government securities United States Handbooks, manuals, etc Staatspapier (DE-588)4221698-9 gnd |
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| title | The handbook of treasury securities trading and portfolio strategies |
| title_auth | The handbook of treasury securities trading and portfolio strategies |
| title_exact_search | The handbook of treasury securities trading and portfolio strategies |
| title_full | The handbook of treasury securities trading and portfolio strategies ed. by Frank J. Fabozzi |
| title_fullStr | The handbook of treasury securities trading and portfolio strategies ed. by Frank J. Fabozzi |
| title_full_unstemmed | The handbook of treasury securities trading and portfolio strategies ed. by Frank J. Fabozzi |
| title_short | The handbook of treasury securities |
| title_sort | the handbook of treasury securities trading and portfolio strategies |
| title_sub | trading and portfolio strategies |
| topic | Government securities United States Handbooks, manuals, etc Staatspapier (DE-588)4221698-9 gnd |
| topic_facet | Government securities United States Handbooks, manuals, etc Staatspapier USA Aufsatzsammlung |
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