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Lecture 6: Interest Rate Futures (Hull, Ch. 6)

Lecture 6: Interest Rate Futures (Hull, Ch. 6) ? U.S. Treasury Bills and Futures Contracts on U.S. T-Bills ? EuroDollar Time-Deposits and EuroDollar Futures ? U.S. Treasury Bond Futures Contracts ? Hedging Strategies U.S. T-Bills (Price Quotes in the Spot Market)

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30 buy back - PowerPoint PPT Presentation

Lecture 6: Interest Rate Futures (Hull, Ch. 6)