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Interest rate swaps allow counterparties to exchange fixed rate streams of payment for floating ones. The first swap was executed over thirty years ago, and since then, the interest rate swaps market and other related derivative markets have grown and diversified in phenomenal directions. Today interest rate swaps and other derivatives are used by myriad institutional investors for the purposes of risk management, expressing a view on the market, and exploiting market opportunities that are otherwise unavailable using more traditional financial instruments.In this volume, Howard M

Interest rate futures. --- Swaps (Finance) --- Interest rate swaps. --- Derivative securities. --- Finance

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Above all the study is intended to shed more light on the following questions: - the functioning of interest rate futures markets, - the behaviour and transactions of economic agents in these markets, -factors determining the results of transactionsin interest rate future markets. Above we argued that these markets emerged in an environment of fluctuating interest rates to provide traders in financial markets with an instrument to deal with the risk stemming from unexpected price changes. It will be this hedging aspect of interest rate futures markets on which the following research is concentrated. The main points to be investigated are: - to what extent interest rate risk is reduced or even abolished, - the effects of futures trading in interest-bearing securities on risk and return of single assets and portfolios, - the consequences on the situation of participants in capital markets, - optimal strategies to reduce the exposure to interest rate risk.

Interest rate futures --- Capital market --- Hedging (Finance) --- Portfolio management --- E-books --- AA / International- internationaal --- 333.451.4 --- 333.451.7 --- 333.642 --- Rente arbitrage. --- Speculatie. Wisselrisico's. --- Termijn. Financial futures. --- Interest rate futures. --- Capital market. --- Portfolio management. --- Investment management --- Investment analysis --- Investments --- Securities --- Options (Finance) --- Speculation --- Financial futures --- Capital markets --- Market, Capital --- Finance --- Financial institutions --- Loans --- Money market --- Crowding out (Economics) --- Efficient market theory --- Futures, Interest rate --- Rente arbitrage --- Speculatie. Wisselrisico's --- Termijn. Financial futures

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Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students. This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises wi

Interest rate futures --- Stochastic models --- Marchés à terme de taux d'intérêt --- Modèles stochastiques --- Mathematical models --- Modèles mathématiques --- Finance -- Mathematical models. --- Options (Finance) -- Mathematical models. --- Options (Finance) -- Prices -- Mathematical models. --- Finance --- Business & Economics --- Investment & Speculation --- Stochastic models. --- Mathematical models. --- Marchés à terme de taux d'intérêt --- Modèles stochastiques --- Modèles mathématiques --- Futures, Interest rate --- Models, Stochastic --- Financial futures --- E-books