Chapter 6 Short Term Interest Rate (STIR) Futures Contracts

Chapters in this book

1. Frontmatter I
2. Preface VII
3. Acknowledgements IX
4. Contents XI
5. Chapter 1 Introduction to Futures 1
6. Chapter 2 Valuation of Futures Contracts 47
7. Chapter 3 Hedging and Speculation 80
8. Chapter 4 Foreign Exchange Forwards and Futures 119
9. Chapter 5 Stock and Stock Index Futures 146
10. Chapter 6 Short Term Interest Rate (STIR) Futures Contracts 173
11. Chapter 7 Bond Market Futures 193
12. Chapter 8 Fundamentals of Options 215
13. Chapter 9 Arbitrage Restrictions 227
14. Chapter 10 Option Strategies and Profit Diagrams 247
15. Chapter 11 Valuation of Options 284
16. Chapter 12 Options on Stock Indexes, Foreign Currencies, Futures Contracts, and Volatility Indexes 325
17. Chapter 13 Exotic Options 351
18. Chapter 14 The Valuation of Interest Rate Options 367
19. Chapter 15 Fundamentals of Swaps 400
20. Chapter 16 Building Modern Markets: The Key Issues 415
21. Chapter 17 India: The Crouching Tiger 429
22. List of Figures 447
23. List of Tables 449
24. Index 451