'Interest rate futures' presentation slideshows

Chapter 23 Removing Interest Rate Risk

Chapter 23 Removing Interest Rate Risk. The first mistake is usually the cheapest mistake. - A trader adage. Outline. Introduction Interest rate futures contracts Concept of immunization. Introduction.

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Interest Rates and Swaps

Interest Rates and Swaps. Term Structure Analysis. Term-Structure. It refers to the relationships of YTM of default free bonds and their maturities Spot rate of interest: YTM on pure discount bonds spot curve Application:

913 views • 58 slides

Interest Rates and Swaps

Interest Rates and Swaps. Term Structure Analysis. Term-Structure. It refers to the relationships of YTM of default free bonds and their maturities Spot rate of interest: YTM on pure discount bonds spot curve Application:

718 views • 58 slides

Chapter 12

Chapter 12. Futures Contracts and Portfolio Management. Outline. The concept of immunization Altering asset allocation with futures. The Concept of Immunization. Introduction Bond risks Duration matching Duration shifting Hedging with interest rate futures

723 views • 56 slides

Chapter 12

Chapter 12. Futures Contracts and Portfolio Management. Outline. The concept of immunization Altering asset allocation with futures. The Concept of Immunization. Introduction Bond risks Duration matching Duration shifting Hedging with interest rate futures

725 views • 56 slides

Chapter 9

Chapter 9. Interest Rate and Currency Swaps. The Goals of Chapter 9. 0. Define the interest rate risk for MNEs It can be decomposed into the credit risk , reprising risk , and currency risk For domestic interest rate risk, discuss the following management alternatives Refinancing

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Chapter 13

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CHAPTER 13

CHAPTER 13. Financial Future Markets. Derivatives.

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SECTION IV

SECTION IV. DERIVATIVES. DERIVATIVES. FUTURES AND OPTIONS CONTRACTS RISK MANAGEMENT TOOLS THEY ARE THE AGREEMENTS ON BUYING AND SELLING OF THESE INSTRUMENTS AT THE AGREED-UPON PRICE AND ON THE AGREED- UPON DATE. DERIVATIVES.

442 views • 32 slides

Futures Markets and Risk Management

Futures Markets and Risk Management. 17. Bodie, Kane, and Marcus Essentials of Investments, 9 th Edition. 17.1 Futures Contract. Forward Contract Arrangement calling for future delivery of asset at agreed-upon price Basics Futures price

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Chapter 6: Interest Rate Futures

Chapter 6: Interest Rate Futures. This chapter discusses : I. Mechanics of interest rate futures ; II. Duration ; and III . Hedging strategies. I. Mechanics of Interest Rate Futures. A . T. Bond Futures and T . Note Futures.

1.09k views • 23 slides

Chapter 14

Chapter 14. Interest Rate and Currency Swaps. Interest Rate and Currency Swaps. Interest rate risk management Interest rate swaps Use of interest rate swaps and cross-currency swaps to manage both foreign exchange and interest rate risk simultaneously. Interest Rate Risk.

468 views • 21 slides

Francis Repka, Deputy CEO, SG Asia Xuan Tran, Chief of Staff to the Head of SG CIB Asia Pacific

Fundamental Requirements to Attract Institutional Investors : The view from a financial intermediary. Francis Repka, Deputy CEO, SG Asia Xuan Tran, Chief of Staff to the Head of SG CIB Asia Pacific 11th August 2005. Table of Contents. The Requirements of Institutional Investors

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Interest Rate Futures and Valuation D mitry Popov FinPricing http: //finpricing

Interest Rate Futures and Valuation D mitry Popov FinPricing http: //www.finpricing.com. Interest Rate Future. Summary Interest Rate Future Definition Advantages of trading interest rate futures Valuation A real world example. Interest Rate Future. Interest Rate Future Definition

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Explaining Interest Rate Futures and Valuation

An interest rate future is a futures contract between the buyer and seller to deliver an interest bearing asset, that allows the buyer and seller to lock in the price of the interest bearing asset for a future date. Interest rate futures are used to hedge against interest rate risk. Investors can use Eurodollar futures to secure an interest rate for money it plans to borrow or lend in the future. This presentation gives an overview of interest rate future product and pricing model. You find more information at http://www.finpricing.com/lib/IrFuture.html

132 views • 8 slides