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Techniques for Treasury Traders

  • Charles Errington
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

In this section we investigate a variety of pricing and hedging techniques used by treasury traders. Their uses differ and in many cases the cashflows are complicated, but they are all based on the same time value of money equation and the emphasis is always on identifying and valuing precise cashflow amounts on specific dates.

Keywords

Interest Rate Yield Curve Future Contract Cash Market Hedging Strategy 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Charles Errington 1994

Authors and Affiliations

  • Charles Errington

There are no affiliations available

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