Hedging With Financial Futures for Institutional Investors: From Theory to Practice by stephen figlewski

• Hardcover: 200 pages
• Publisher: Ballinger Pub Co
• Language: English
• ISBN-10: 0887300839
• ISBN-13: 978-0887300837

Chapter 1:Review of Investment Mathematics for Futures Trader - 1


Chapter 2:Hedging with Futures Contracts - 21

Chapter 3:The Pricing of Financial Futures Contracts - 57


Chapter 4: Hedging with Treasury Bond Futures Contracts -81


Chapter 5: The Use of Futures in Immunization Strategies -99

Chapter 6: Hedging Equity Positions in Stock Index Futures - 115

Figlewski (1986) - Hedging with financial Futures for institutional Investors.pdf
大小:(17.27 MB)

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