Zobrazeno 1 - 10
of 919
pro vyhledávání: '"Interest Rate Future"'
Autor:
Ricardo Laborda, Alejandro Balbás
Publikováno v:
The Journal of Fixed Income. 28:61-73
This article verifies the existence of diversification gains from considering the “quality option asset strategy,” which adds the portfolio replicating the interest rate future quality option, as proposed by Balbas and Reichardt (2010), and a por
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::33697ab14d10e46afc86dcbed8fa02c2
https://doi.org/10.3905/jfi.2018.28.1.061
https://doi.org/10.3905/jfi.2018.28.1.061
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
instname
instname
This paper verifies the existence of diversification gains from considering the "quality option asset strategy", which adds the portfolio replicating the interest rate future quality option, as proposed by Balbás and Reichardt (2010), and a portfoli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c5e2202cecd099b138581f2baaeb13cd
http://hdl.handle.net/10016/24859
http://hdl.handle.net/10016/24859
Autor:
Moles, Peter, Terry, Nicholas
Publikováno v:
The Handbook of International Financial Terms, 1 ed., 2005.
Externí odkaz:
http://www.oxfordreference.com/view/10.1093/acref/9780198294818.001.0001/acref-9780198294818-e-4836
Autor:
Moles, Peter, Terry, Nicholas
Publikováno v:
The Handbook of International Financial Terms, 1 ed., 2005.
Externí odkaz:
http://www.oxfordreference.com/view/10.1093/acref/9780198294818.001.0001/acref-9780198294818-e-4610
Autor:
Neumann, Christian
As response to the financial crisis in 2007/08 and the European sovereign debt crisis, the ECB started to conduct expansionary monetary policy on an unprecedented scale. In this paper I investigate the development of tail risks in the euro interest r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::870f2bbf3b4c27df19bdcdfc6ed8854b
https://hdl.handle.net/10362/26209
https://hdl.handle.net/10362/26209
Autor:
Ya-Chun Yang, 楊雅君
95
According to statistics from the Futures Industry Association (FIA), there are seven interest futures and options out of globally top 10 derivatives, so interest derivatives are essential financial products. In recent years, many scholars use
According to statistics from the Futures Industry Association (FIA), there are seven interest futures and options out of globally top 10 derivatives, so interest derivatives are essential financial products. In recent years, many scholars use
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/71179970019008101652
Publikováno v:
Reactions. 11/25/2019, pN.PAG-N.PAG. 1p.
Autor:
Yang, Alex
An interest rate future option gives the holder the right but not the obligation to buy or sell an interest rate future at a specified price on a specified date. Option on Eurodollar futures is a European type of call or put option on the Eurodollar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c369b089446cb643b44e3fbbd3646ff
Publikováno v:
International Dictionary of Finance, 4th Edition. 2003, p137-137. 1/9p.