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100   $a19880725d1986      uy         0
101 0 $aeng
135   $aurcn|||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aInterest rate futures markets and capital market theory $etheoretical concepts and empirical evidence /$fby Klaus Kobold
205   $aReprint 2011
210   $aBerlin $cW. de Gruyter$d1986
215   $a1 online resource (xvi, 321 pages) $cillustrations
225 1 $aSeries D--Economics =$aEconomiques ;$v1
300   $aDescription based upon print version of record.
311 0 $a3-11-010903-4 
320   $aIncludes bibliographical references.
327   $tFront matter --$tACKNOWLEDGEMENTS --$tINTRODUCTION --$tCHAPTER I : THE INTEREST RATE FUTURES MARKET --$tCHAPTER II : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF PORTFOLIO THEORY --$tCHAPTER III : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF THE CAPITAL ASSET PRICING MODEL --$tCHAPTER IV : SUMMARY AND CONCLUSIONS --$tBIBLIOGRAPHY
330   $aAbove all the study is intended to shed more light on the following questions: - the functioning of interest rate futures markets, - the behaviour and transactions of economic agents in these markets, -factors determining the results of transactionsin interest rate future markets. Above we argued that these markets emerged in an environment of fluctuating interest rates to provide traders in financial markets with an instrument to deal with the risk stemming from unexpected price changes. It will be this hedging aspect of interest rate futures markets on which the following research is concentrated. The main points to be investigated are: - to what extent interest rate risk is reduced or even abolished, - the effects of futures trading in interest-bearing securities on risk and return of single assets and portfolios, - the consequences on the situation of participants in capital markets, - optimal strategies to reduce the exposure to interest rate risk.
410  0$aSeries D--Economics ;$v1.
606   $aInterest rate futures
606   $aCapital market
606   $aHedging (Finance)
606   $aPortfolio management
615  0$aInterest rate futures.
615  0$aCapital market.
615  0$aHedging (Finance)
615  0$aPortfolio management.
676   $a332.8/2
686   $aQC 210$2rvk
700   $aKobold$b Klaus$01681688
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910824788103321
996   $aInterest rate futures markets and capital market theory$94051240
997   $aUNINA