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The top documents tagged [rate futures contracts]
Chapter 71 CHAPTER 7 INTEREST RATE FUTURES In this chapter, we explore one of the most successful innovations in the history of futures markets; that is,
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Ch26, 28 & 29 Interest Rate Futures, Swaps and CDS Interest-rate futures contracts Pricing Interest-rate futures Applications in Bond portfolio management
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© 2004 South-Western Publishing 1 Chapter 11 Fundamentals of Interest Rate Futures
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12345 1 5th Lecture 10 th November 2003. 12345 2 FRAs (Swaplets) and Interest Rate Futures contracts Forward rate agreements - exchanges of fixed rate
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Financial Risk Management for Insurers 1. Futures Contracts 2. Interest Rate Futures
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© 2002 South-Western Publishing 1 Chapter 11 Fundamentals of Interest Rate Futures
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