Interest rate derivatives - Fixed income trading strategies - Questions and case strudies
Автор неизвестен. - Germany, Eurex, 2007 - 150 р.Exercises and case studies.
Characteristics of fixed income securities
Eurex fixed income derivatives
Introduction to fixed income futures
Applications of fixed income futures
Introduction to options on fixed income futures
Option price. Important risk parameters (Greeks)
Trading strategies for options on fixed income futures
Hedging strategies using options
Futures/options relationships, arbitrage strategies.
Characteristics of fixed income securities
Eurex fixed income derivatives
Introduction to fixed income futures
Applications of fixed income futures
Introduction to options on fixed income futures
Option price. Important risk parameters (Greeks)
Trading strategies for options on fixed income futures
Hedging strategies using options
Futures/options relationships, arbitrage strategies.