10 ENGLISH BOOKS RELATING TO «INTEREST-RATE FUTURES»
Discover the use of
interest-rate futures in the following bibliographical selection. Books relating to
interest-rate futures and brief extracts from same to provide context of its use in English literature.
1
FRAs and
Interest-
rate Futures
· Worked examples illustrating key points · Explanation of complex or obscure terms · Full glossary of terms The titles in this series, all previously published by BPP Training, are now available in entirely updated and reformatted ...
2
Trading STIR
Futures: An Introduction to Short-Term
Interest ...
The book has been written for aspiring traders and also for experienced traders looking for new markets.This book offers a unique look at a significant but often overlooked financial instrument.
3
Interest Rate Risk Modeling: The Fixed Income Valuation Course
Popular interest rate futures contracts in the United States and Europe include
Eurodollar futures, and futures on Treasury bonds, notes, and bills. Short-term
interest rate futures contracts, such as T-bill and Eurodollar, trade on the Chicago
...
Sanjay K. Nawalkha, Gloria M. Soto, Natalia K. Beliaeva, 2005
4
Interest-
Rate Management
The futures contracts on interest-rate instruments or briefly interest- rate futures
contracts may be divided into futures on short-term instruments and futures on
intermediate- or long-term instruments. Members of the first group are the
Eurodollar ...
8.6.1 Interest-rate Futures A forward term interest-rate gap exposure can be
hedged using interest rate futures. These instruments were introduced in Chapter
4. In the sterling market typically the instrument will be the 90-day short sterling ...
6
STIR
Futures: Trading Euribor and Eurodollar
Futures
This book explains what they are, how they can be traded, and where the profit opportunities are.
7
Introduction to Derivatives and Risk Management
CHAPTER 10 Futures Arbitrage Strategies CHAPTER OBJECTIVES • Illustrate
arbitrage strategies using short- term interest rate futures, intermediate- and long-
term interest rate futures, stock index futures, and foreign exchange futures ...
Don M. Chance, Robert Brooks, 2009
8
Financial Management: Theory and Practice
Interest rate futures represent another huge and growing market. For example,
suppose Simonset Corporation decides to build a new plant at a cost of $200
million. It plans to finance the project with 20-year bonds that would carry an 8% ...
Eugene F. Brigham, Michael C. Ehrhardt, 2011
9
Financial Risk Manager Handbook
... contract is strongly correlated with the reinvestment rate. This is the case with
Eurodollar futures. Interest rate futures contracts are designed to move like a
bond—that is, to lose value when interest rates increase. The correlation is
negative.
Philippe Jorion, GARP (Global Association of Risk Professionals), 2007
10
High-Frequency Trading: A Practical Guide to Algorithmic ...
r One month: 1M r Two months: 2M r Three months: 3M r Six months: 6M r Nine
months: 9M r One year: 1Y Interest rate futures are contracts to buy and sell
underlying interest rates in the future. Short-term interest rate futures are more
liquid ...
10 NEWS ITEMS WHICH INCLUDE THE TERM «INTEREST-RATE FUTURES»
Find out what the national and international press are talking about and how the term
interest-rate futures is used in the context of the following news items.
Wild Treasuries Trading Spurs Washington's Transparency Push
Trading in interest-rate futures has climbed 81 percent in the past 10 years. This year, a record $335 billion of the contracts has changed hands ... «Bloomberg, Jul 15»
Financial Transaction Tax Could Save the State -- and Clean Up the …
In 2009 an upstart exchange called Electronic Liquidity Exchange attempted to compete with CME on interest-rate futures. Their selling point: ... «Gapers Block, Jul 15»
EMERGING MARKETS-Brazil, Mexico currencies firm on US retail data
Brazilian interest-rate futures fell as a result. Yields paid on interest-rate contracts maturing in January 2017 dipped 4 basis points to 13.52 ... «Reuters, Jul 15»
The Great Fall of China and Its Stocks
Coming just days after physical open-outcry trading of interest-rate futures ended on the Chicago Mercantile Exchange, the NYSE halt ... «Barron's, Jul 15»
Traders now betting Fed to wait until 2016 for first rate hike
(Reuters) - U.S. short-term interest-rate futures contracts rose on Thursday as a weaker than expected government report on jobs prompted ... «Business Insider, Jul 15»
Gold Investing 'Positive' on Greek Capital Controls, China Rate Cut …
Interest-rate futures slashed the forecast odds of the US Federal Reserve making its first hike to Dollar borrowing costs in a decade this ... «BullionVault, Jun 15»
10-Year Bond Yield Closes at Highest Level Since September
Interest-rate futures suggest the odds for the Fed to raise rates remain small. Fed-funds futures, used to place bets on central bank policy, ... «Nasdaq, Jun 15»
3 Half-Truths These High-Yield Stocks Love
A headline from June 2009 reads, "Interest-rate futures price in Fed hike by end of 2009." It's now 2015, and rates are broadly lower, not higher. «Motley Fool, Jun 15»
Fed's Powell Puts Odds of September Rate Increase at 50 Percent
Investors see a roughly 50 percent chance the Fed will lift off in September, according to bets in interest-rate futures markets. Remarks by Chair ... «Newsmax, Jun 15»
EMERGING MARKETS-Brazil interest-rate futures rise as inflation …
RIO DE JANEIRO, March 6 Yields paid on Brazil's shorter-dated contracts for interest-rate futures rose on Friday after data showed inflation ... «Reuters, Mar 15»
