Skip to main content

Treasury Securities and Derivatives

Hardcover

$70.00

Treasury Securities and Derivatives

Frank J. Fabozzi

ISBN: 978-1-883-24923-6 December 1997 311 Pages

Download Product Flyer

Download Product Flyer

Download Product Flyer is to download PDF in new tab. This is a dummy description. Download Product Flyer is to download PDF in new tab. This is a dummy description. Download Product Flyer is to download PDF in new tab. This is a dummy description. Download Product Flyer is to download PDF in new tab. This is a dummy description.

Description

Treasury securities represent the largest sector of interest rate markets. This book will provide securities newcomers with the tools they need to get up to speed and seasoned professionals with a valuable reference source. The book covers every aspect of the market, including: the basics, valuation techniques, risk analysis, and utilizing derivatives to control interest rate risk.
Acknowledgements.

1. U.S. Treasury Securities.

2. Valuation of Treasury Securities.

3. Yield and Return Calculations.

4. The Term Structure of Interest Rates.

5. Spot Rates, Forward Rates, and Theories of the Term Structure of Interest Rates.

6. Measuring Level Risk.

7. Measuring Yield Curve Risk.

8. Measuring Historical Yield Volatility and Forecasting Yield Volatility.

9. Repurchase Agreements.

10. Tax Treatment.

11. Cash Market Trading Strategies.

12. Treasury Futures Contracts.

13. Treasury Options.

14. Valuation of Treasury Futures and Options.

15. Controlling Interest Rate Level Risk with Treasury Futures and Options.

16. Basis Trading with Futures and Volatility Trades with Options.

Index.