Interest Rate Futures Markets and Capital Market Theory: Theoretical Concepts and Empirical Evidence

Interest Rate Futures Markets and Capital Market Theory: Theoretical Concepts and Empirical Evidence Frontmatter -- ACKNOWLEDGEMENTS -- INTRODUCTION -- CHAPTER I : THE INTEREST RATE FUTURES MARKET -- CHAPTER II : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF PORTFOLIO THEORY -- CHAPTER III : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF THE CAPITAL ASSET PRICING MODEL -- CHAPTER IV : SUMMARY AND CONCLUSIONS -- BIBLIOGRAPHY Autor: Klaus Kobold Wydawnictwo: De Gruyter Rok wydania: 1990 Okładka: twarda Liczba stron: 337 Wymiary: 23 x 15.5 cm Ilustracje: Num. figs. and tabs. Język: angielski ISBN: 9783110109030