Review of Futures Markets/
Educational Research Foundation Symposia
Review of Futures Markets
Year: 1986 Issue: 002
- Chicago Board of Trade, Contents, Review of Futures Markets, Vol: 0005, Issue: 002, Article: 01, Keywords: interest rate
- Chicago Board of Trade, Introduction, Review of Futures Markets, Vol: 0005, Issue: 002, Article: 02,
- Bookstaber, Richard M., Vice President, Morgan Stanley & Co Incorporated, Contract And Market Hedging: A Comparison Of Futures Contracts And Adjustable Rate Mortgages In Hedging Interest Rate Risk, Review of Futures Markets, Vol: 0005, Issue: 002, Article: 03, Keywords: federal reserve, financial economics, interest rate, long term, option pricing, option pricing model, pricing model, rate futures, short term, term structure, treasury bill, working paper
- Chance, Don M., Associate Professor of Finance, Virginia Polytechnic Institute and State University, Futures Contracts And Immunization, Review of Futures Markets, Vol: 0005, Issue: 002, Article: 04, Keywords: bond futures, financial futures, futures contract, futures position, futures price, interest rate, price change, price volatility, term structure, transaction cost, treasury bond
- Maness, Terry S., Carr R Collins Professor of Finance, Baylor University; Senchack, A. J., Associate Professor of Finance, The U, Futures Hedging And The Reported Financial Position Of Thrift Institutions, Review of Futures Markets, Vol: 0005, Issue: 002, Article: 05, Keywords: bill futures, bill futures contract, cash market, federal reserve, financial futures, futures contract, futures position, hedge ratio, interest rate, optimal hedge ratio, sample period, short term, standard deviation, time period, treasury bill
- Hunter, William G, Professor of Finance, Atlanta University, Rational Margins On Futures Contracts: Initial Margins, Review of Futures Markets, Vol: 0005, Issue: 002, Article: 06, Keywords: futures contract, futures position, futures price, futures trading, trading volume