by Gerald D. Gay and Robert W. Kolb
Book Description: Robert F. Dame, Inc., Richmond, VA, 1982. Hardcover. 8vo - over 7¾ - 9¾" tall. Hardcover, Maroon cloth boards with silver title to cover and spine, black end papers, 1982.
Book Condition: Very Good, spine straight, binding tight, corners square, light tanning to title page otherwise pages clean, bright, no marks. No dust jacket.
Contents: Preface, 1. INTRODUCTION TO FUTURE MARKETS, 1. The Simultaneous Determination of Spot and Futures Prices, 2. Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums, 3. The Pricing of Commodity Contracts, 4. Interest Rate Futures, II. THE EFFICIENCY OF THE INTEREST FUTURES MARKET, 5. Using T-Bill Futures to Gauge Interest-Rate Expectations, 6. Is the Futures Market for Treasury Bills Efficient?, 8. A Comparison of Yields on Futures Contracts and Implied Forward Rates, 9. Testing the Unbiased Expectations Theory of Interest Rates, 10. The U.S. Treasury Bill Futures Market and Hypothesis Regarding the Term Structure of Interest Rates, 11. Treasury Bill Pricing in the Spot and Futures Markets, 12. The Efficiency of the Treasury Bill Futures Market, 13. The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications, III. HEDGING WITH INTEREST RATE FUTURES, 14. Interest Rate Futures: New Tool for the Financial Manager, 15. Hedging for Better Spread Management, 16. Hedging Possibilities in the Flotation of Debt Securities, 17. The Hedging Performance of the New Futures Markets, 18. The Hedging Performance of the New Futures Markets: Comment, 19. Risk Reduction Potential of Financial Futures, 20. The Error Learning Model and the Financial Futures Market, 21. Improving Hedging Performance Using Interest Rate Futures, 22. Duration, Immunization, and Hedging with Interest Rate Futures, IV. THE INSTITUTIONAL ENVIRONMENT, 23. Market Incompleteness and Divergences Between Forward and Futures Interest Rates, 24. Forward and Futures Pricing of Treasury Bills, 25. Tax-Induced Bias in Markets for Futures Contacts, 26. Tax Topics: Interest Rate Futures-Commercial Banks, 27. Bank Regulations for Futures Accounting, 28. Futures Trading by National Banks, 29. Financial Futures Markets: Is More Regulation Needed?, 30. Living with Inflation: A Proposal for New Futures, 31. Market Index Futures Contracts, BIBLIOGRAPHY. 501 Pages.
Summary:
Very thorough book on Interest Rate Futures. Extensive use of charts, tables and equations.
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