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New Options Markets
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arbitrage arbitrage opportunities arbitrageur asset assumed average basis point basis risk bill futures contracts Bill Futures Market bond prices call option cash market cash T-bill Chicago Board commodity coupon delivery date devaluation difference dollar Economics efficiency equal Equation estimated example exchange exercise price expected financial futures forecast forward and futures forward contract forward prices forward rates funds futures hedge futures market futures position futures prices futures rates GNMA GNMA futures hedgers increase instrument interest rate futures investment investor Journal June loan long position loss maturity date mortgage nearby contract percent portfolio premium price changes purchase put option return distribution sample scalper securities sell September short position speculators spot market spot prices spot rate strategy structure of interest T-bill T-bond Table term structure theory transaction costs Treasury bill futures Treasury bond Treasury bond futures variable variance variation margin volatility yield curve zero