tailieunhanh - Lecture Financial derivatives - Lecture 18: Interest rate futures

A futures contract with an underlying instrument that pays interest. An interest rate future is a contract between the buyer and seller agreeing to the future delivery of any interest-bearing asset. The interest rate future allows the buyer and seller to lock in the price of the interest-bearing asset for a future date. | 6. Interest Rate Futures Lecture #18 6. Day Count Conventions in the . (Page 129) Treasury Bonds: Actual/Actual (in period) Corporate Bonds: 30/360 Money Market Instruments: Actual/360 6. 6. 6. Treasury Bond Price Quotes in the Cash price = Quoted price + Accrued Interest 6. Treasury Bond Futures Pages 133-137 Cash price received by party with short position = Most Recent Settlement Price × Conversion factor + Accrued interest 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 6. | 6. Interest Rate Futures Lecture #18 6. Day Count Conventions in the . (Page 129) Treasury Bonds: Actual/Actual (in period) Corporate Bonds: 30/360 Money Market Instruments: Actual/360 6. 6. 6. Treasury Bond Price Quotes in the Cash price = Quoted price + Accrued Interest 6. Treasury Bond Futures Pages 133-137 Cash price received by party with short position = Most Recent Settlement Price × Conversion factor + Accrued interest 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 . | 6. Interest Rate Futures Lecture #18 6. Day Count Conventions in the . (Page 129) Treasury Bonds: Actual/Actual (in period) Corporate Bonds: 30/360 Money Market Instruments: Actual/360 6. 6. 6. Treasury Bond Price Quotes in the Cash price = Quoted price + Accrued Interest 6. Treasury Bond Futures Pages 133-137 Cash price received by party with short position = Most Recent Settlement Price × Conversion factor + Accrued interest 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 . | 6. Interest Rate Futures Lecture #18 6. Day Count Conventions in the . (Page 129) Treasury Bonds: Actual/Actual (in period) Corporate Bonds: 30/360 Money Market Instruments: Actual/360 6. 6. 6. Treasury Bond Price Quotes in the Cash price = Quoted price + Accrued Interest 6. Treasury Bond Futures Pages 133-137 Cash price received by party with short position = Most Recent Settlement Price × Conversion factor + Accrued interest 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 6. | 6. Interest Rate Futures Lecture #18 6. Day Count Conventions in the . (Page 129) Treasury Bonds: Actual/Actual (in period) Corporate Bonds: 30/360 Money Market Instruments: Actual/360 6. 6. 6. Treasury Bond Price Quotes in the Cash price = Quoted price + Accrued Interest 6. Treasury Bond Futures Pages 133-137 Cash price received by party with short position = Most Recent Settlement Price × Conversion factor + Accrued interest 6. 6. 6. Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 Options, Futures, and Other Derivatives 6th Edition, Copyright © John C. Hull 2005 6.

• Tài chính doanh nghiệp
• Learning management system
• Financial derivatives
• Lecture Financial derivatives
• Derivatives markets
• Treasury bonds futures
• Computer based learning
• Collaborative learning
• Instructor led learning
• Learning management systems
• Management skills
• Lecture Learning management systems
• Management system
• Process and organizational resources
• Learning management careers
• Moodle in Brief
• E learning standards support
• Global management skill
• Social responsibility
• Federal legislation
• Strategic planning skill
• Fundamentals of organizing
• Dividing job activities
• Clarifying job activities of managers
• Job descriptions
• Emotional intelligence
• Encouraging organizational communication
• Eviews software
• Registering EViews
• Setting questions
• Slate login page