Hedging Interest Rate Risks with Futures, Swaps and Options

This classic article, which was distributed by U.S. savings and loan regulators in the 1980s and 1990s, teaches the basics of hedging interest rate risks with futures, swaps and options. While the assets that are the focus are fixed rate mortgage backed securities, the general technique and issues are important for many fixed income securities or bank balance sheets

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Year of publication:	2015
Authors:	Breeden, Douglas T.
Other Persons:	Giarla, Michael (contributor)
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Hedging \| Derivat \| Derivative \| Theorie \| Theory \| Zinsrisiko \| Interest rate risk \| Swap

Extent:	1 Online-Ressource (99 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: The Handbook of Mortgage-Backed Securities, Frank J. Fabozzi (Editor), Chapter 32, Probus Publishing, Chicago. 1987 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 15, 1987 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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