'Bond futures' diaporamas de présentation

Manajemen Lembaga Keuangan: Lindung Nilai

Manajemen Lembaga Keuangan: Lindung Nilai. Budi Purwanto. Hedging.

1.49k views • 101 slides

Investment Course - 2005

1.53k views • 100 slides

Too good to be true? The Dream of Arbitrage

Too good to be true? The Dream of Arbitrage. Aswath Damodaran. The Essence of Arbitrage. In pure arbitrage, you invest no money, take no risk and walk away with sure profits. You can categorize arbitrage in the real world into three groups:

772 views • 60 slides

Too good to be true? The Dream of Arbitrage

Too good to be true? The Dream of Arbitrage. Aswath Damodaran. The Essence of Arbitrage. In pure arbitrage, you invest no money, take no risk and walk away with sure profits. You can categorize arbitrage in the real world into three groups:

607 views • 60 slides

Chapter 8

Chapter 8. Fundamentals of the Futures Market. Outline. The concept of futures contracts Market mechanics Market participants The clearing process Principles of futures contract pricing Spreading with commodity futures. The Concept of Futures Contracts. Introduction The futures promise

595 views • 59 slides

Chapter 8

Chapter 8. Fundamentals of the Futures Market. Outline. The concept of futures contracts Market mechanics Market participants The clearing process Principles of futures contract pricing Spreading with commodity futures. The Concept of Futures Contracts. Introduction The futures promise

632 views • 45 slides

Interest Rate Futures

Interest Rate Futures. July 2011. Introduction. Interest rate Futures Short term interest rate futures (STIR) Long term interest rate futures (LTIR). World interest rate contracts. 2010 Break down of interest rate contract volume by product group. Source: FIA Magazine March/April 2011.

569 views • 34 slides

CHAPTER 13

CHAPTER 13. Financial Future Markets. Derivatives.

409 views • 34 slides

Market Specific - Hong Kong

522 views • 32 slides

Principles of Futures

Principles of Futures. Cost of carry includes: The opportunity cost, that is, the cost of financing the asset, Any storage-related costs, Maintenance, Insurance, Tax. Convenience yield. Convenience yield accrues to the owner of the physical assets which includes: -Rent, -Royalties,

509 views • 29 slides

Principles of Futures

Principles of Futures. Cost of carry includes: The opportunity cost, that is, the cost of financing the asset, Any storage-related costs, Maintenance, Insurance, Tax. Convenience yield. Convenience yield accrues to the owner of the physical assets which includes: -Rent, -Royalties,

374 views • 29 slides

Case Study: Dalian Commodity Exchange Liaoning Province, China

384 views • 26 slides

400 views • 25 slides

Bond Portfolio Immunization With Interest Rate Futures

Bond Portfolio Immunization With Interest Rate Futures.

266 views • 25 slides

Trader Derivatives

Trader Derivatives. Simon Brown JustOneLap.com SimonBrown.co.za. 13 th October 2011. Wealth warning.

326 views • 20 slides

Jelena Matovic Predrag Popovic Spencer Parrish

Brady Bonds (2004). Jelena Matovic Predrag Popovic Spencer Parrish. Brady Bonds Case Outline. March 1990. - Buy the Mexican par or discount bonds? December 1990. - Buy Venezuelan par or discount bonds? May 1990. - Fair opening price of Costa Rican Principal Series A bonds?

368 views • 19 slides

Presentation Outline

Strategies for Improving the Primary and Secondary Bond Markets in Taiwan Paul Hsueh Professor of Finance National Chung Cheng University 11/20/2009. Presentation Outline. Session Topic Strategies for prospering the primary and secondary bond markets Focus of my presentation

261 views • 19 slides

BA 580-Interest Rates

BA 580-Interest Rates. Offsetting & Predicting Rate Movements. Interest Rate Risk Non-Financial Business. Subdivision Builder Constructing $10 mil. (est) development 1 year completion time Value of property if interest rates go up – home buyers net debtors

298 views • 16 slides

Chapter 15

Chapter 15. Bond Futures. Treasury Bond Futures. 0. Delivery date. n. at least 15 years. $100,000 par per contract. Cheapest to Deliver. There are many deliverable bonds. This prevents anyone from buying up all the deliverable bonds (cornering the market) and manipulating prices.

217 views • 16 slides