Documents chapter8

CHAPTER 8 Interest Rate Futures Refinements In this chapter, we extend the discussion of interest rates futures. This chapter is organized into the following sections: 1.…

Documents © Paul Koch 1-1 Chapter 6: Interest Rate Futures This chapter discusses: I. Mechanics of interest.....

Slide 1 © Paul Koch 1-1 Chapter 6: Interest Rate Futures This chapter discusses: I. Mechanics of interest rate futures; II. Duration; and III. Hedging strategies. I. Mechanics…