Interest rate futures and options:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chicago, Ill.
Probus
1990
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VI, 452 S. |
| ISBN: | 0917253957 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV010197715 | ||
| 003 | DE-604 | ||
| 005 | 20111222 | ||
| 007 | t | ||
| 008 | 950524s1990 |||| 00||| eng d | ||
| 020 | |a 0917253957 |9 0-917253-95-7 | ||
| 035 | |a (OCoLC)20825572 | ||
| 035 | |a (DE-599)BVBBV010197715 | ||
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| 041 | 0 | |a eng | |
| 049 | |a DE-19 |a DE-188 | ||
| 050 | 0 | |a HG6024.5 | |
| 082 | 0 | |a 332.63/23 |2 20 | |
| 100 | 1 | |a Pitts, Mark |e Verfasser |0 (DE-588)17081744X |4 aut | |
| 245 | 1 | 0 | |a Interest rate futures and options |c Mark Pitts ; Frank J. Fabozzi |
| 264 | 1 | |a Chicago, Ill. |b Probus |c 1990 | |
| 300 | |a VI, 452 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Hedging (Finance) | |
| 650 | 4 | |a Interest rate futures | |
| 650 | 4 | |a Options (Finance) | |
| 700 | 1 | |a Fabozzi, Frank J. |d 1948- |e Verfasser |0 (DE-588)129772054 |4 aut | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006776429&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006776429 | ||
Datensatz im Suchindex
| _version_ | 1804124602797916160 |
|---|---|
| adam_text | Contents
Parti
Background
1 Introduction 3
2 Futures, Forwards, and Options Contracts and
the Mechanics of Trading 13
3 Price Volatility Characteristics of Fixed Income
Securities 45
Partn
Pricing Futures and Options Contracts
4 Basic Option Positions, Put Call Parity, and
Equivalent Portfolios 77
5 Pricing and Arbitrage in the Interest Rate
Futures Market 121
6 The Bond and Note Basis and the Sellers
Options 157
7 The Valuation of Fixed Income Options 199
Part m
Hedging with Futures and Options
8 Overview of Hedging with Futures 283
9 Hedging with Interest Rate Futures 317
10 Hedging with Options and a Comparison of
Hedging Strategies 355
v
Contents vi
Part IV
Applications to Callable Bonds and
Mortgage Backed Securities
11 An Options Approach to the Valuation of
Callable Bonds 389
12 Hedging Mortgage Backed Securities and
Callable Bonds 405
Index 441
|
| any_adam_object | 1 |
| author | Pitts, Mark Fabozzi, Frank J. 1948- |
| author_GND | (DE-588)17081744X (DE-588)129772054 |
| author_facet | Pitts, Mark Fabozzi, Frank J. 1948- |
| author_role | aut aut |
| author_sort | Pitts, Mark |
| author_variant | m p mp f j f fj fjf |
| building | Verbundindex |
| bvnumber | BV010197715 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.5 |
| callnumber-search | HG6024.5 |
| callnumber-sort | HG 46024.5 |
| callnumber-subject | HG - Finance |
| ctrlnum | (OCoLC)20825572 (DE-599)BVBBV010197715 |
| dewey-full | 332.63/23 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/23 |
| dewey-search | 332.63/23 |
| dewey-sort | 3332.63 223 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV010197715 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:48:17Z |
| institution | BVB |
| isbn | 0917253957 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006776429 |
| oclc_num | 20825572 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-188 |
| owner_facet | DE-19 DE-BY-UBM DE-188 |
| physical | VI, 452 S. |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
| publisher | Probus |
| record_format | marc |
| spelling | Pitts, Mark Verfasser (DE-588)17081744X aut Interest rate futures and options Mark Pitts ; Frank J. Fabozzi Chicago, Ill. Probus 1990 VI, 452 S. txt rdacontent n rdamedia nc rdacarrier Hedging (Finance) Interest rate futures Options (Finance) Fabozzi, Frank J. 1948- Verfasser (DE-588)129772054 aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006776429&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Pitts, Mark Fabozzi, Frank J. 1948- Interest rate futures and options Hedging (Finance) Interest rate futures Options (Finance) |
| title | Interest rate futures and options |
| title_auth | Interest rate futures and options |
| title_exact_search | Interest rate futures and options |
| title_full | Interest rate futures and options Mark Pitts ; Frank J. Fabozzi |
| title_fullStr | Interest rate futures and options Mark Pitts ; Frank J. Fabozzi |
| title_full_unstemmed | Interest rate futures and options Mark Pitts ; Frank J. Fabozzi |
| title_short | Interest rate futures and options |
| title_sort | interest rate futures and options |
| topic | Hedging (Finance) Interest rate futures Options (Finance) |
| topic_facet | Hedging (Finance) Interest rate futures Options (Finance) |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006776429&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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