Sabtu, 27 Desember 2014

Stock index futures 081294635021



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Below are some topics which important for your thesis/dissertation:
Stock index futures
Stack and roll
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Capital asset pricing model
Interest rates
Types of rates
Measuring interest rates
Zero rates
Bond pricing
Determining Treasury zero rates
Forward rates
Forward rate agreements
Duration
Convety
Theories of the term structure of interest rates
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Determination of forward and futures prices
Investment assets vsconsumption assets
Short selling
Assumptions and notation
Forward price for an investment asset
Known income
Known yield
Valuing forward contracts
Are forward prices and futures prices equal?
Futures prices of stock indices
Forward and futures contracts on currencies
Futures on commodities
The cost of carry
Delivery options
Futures prices and the expected future spot price
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Interest rate futures
Day count and quotation conventions
Treasury bond futures
Eurodollar futures
Duration-based hedging strategies using futures
Hedging portfolios of assets and liabilities
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta


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