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Record Nr. |
UNINA9910462053703321 |
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Autore |
Kobold Klaus |
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Titolo |
Interest rate futures markets and capital market theory [[electronic resource] ] : theoretical concepts and empirical evidence / / by Klaus Kobold |
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Pubbl/distr/stampa |
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Berlin, : W. de Gruyter, 1986 |
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ISBN |
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Edizione |
[Reprint 2011] |
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Descrizione fisica |
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1 online resource (340 p.) |
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Collana |
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Series D--Economics = Economiques ; ; 1 |
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Soggetti |
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Interest rate futures |
Capital market |
Hedging (Finance) |
Portfolio management |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Front matter -- ACKNOWLEDGEMENTS -- INTRODUCTION -- CHAPTER I : THE INTEREST RATE FUTURES MARKET -- CHAPTER II : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF PORTFOLIO THEORY -- CHAPTER III : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF THE CAPITAL ASSET PRICING MODEL -- CHAPTER IV : SUMMARY AND CONCLUSIONS -- BIBLIOGRAPHY |
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