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Author
Piotrowska Maria
Title
Asekuracja ryzyka zmian stóp procentowych na rynku pieniężnym
Source
Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Ekonomia i Międzynarodowe Stosunki Gospodarcze (4), 1997, nr 760, s. 266-275, bibliogr. 10 poz.
Keyword
Ryzyko stopy procentowej, Rynki finansowe, Kontrakty futures, Opcje
Interest rate risk, Financial markets, Futures contracts, Options
Abstract
Omówiono najpopularniejsze strategie asekuracji przed ryzykiem zmian stóp procentowych. Są to: kontrakty finansowe futures oraz opcji, a także transakcje swaps stóp procentowych.
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
Bibliography
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  1. Belongia M.T., Santoni G.J.: Hedging Interest Rate Risk with Financial Futures. Some Basic Principles. "Review-Federal Reserve Bank of St. Louis" October 1984, s. 15-25.
  2. An Introduction to Financial Futures. Chicago: Board of Trade of the City of Chicago: 1981.
  3. Koppenhaver G.D.: A T-Bill Futures Hedging Strategy for Banks. "Economic Review - Federal j Reserve Bank of Dallas, March 1983, s. 15-28.
  4. Krajewska Z.: Szalony świat derywatów. "Rzeczpospolita" z 3.11.1993.
  5. Kuprianov A.: Short-Term Interest Rate Futures. "Economic Review-Federal Reserve Bank of Richmond" September/October 1986, s. 12-26.
  6. Kuprianov A.: Options on Short-term Interest Ratę Futures. "Economic Review-Federal Reserve i Bank of Richmond" November/December 1986, s. 3-11.
  7. Maness T.S., Zietlow J.T.: Short-term Financial Management. St. Paul (Minneapolis): West Publishing Company 1993.
  8. Polaris M.F., Fisher D.C.: Banking on Interest Rate Futures. "The Magazine of Bank Administration" August 1973, s. 34-39.
  9. Rose P.S. Money and Capital Markets. Plano (Texas): Business Publications 1986.
  10. Tucker A.L.: Financial Futures, Options and Swaps. St. Paul (Minneapolis): West Publishing Company 1991.
Cited by
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ISSN
0324-8445
1427-2229
Language
pol
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