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

by Klaus Kobold

Overview

No detailed description available for "Interest Rate Futures Markets and Capital Market Theory".

Product Details

ISBN-13:	9783110109030
Publisher:	De Gruyter
Publication date:	05/01/1986
Series:	European University Institute - Series D , #1
Edition description:	Reprint 2011
Pages:	337
Product dimensions:	6.10(w) x 9.06(h) x 0.03(d)
Age Range:	18 Years

Table of Contents

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