Interest Rate Futures Markets and Capital Market Theory : : Theoretical Concepts and Empirical Evidence / / Klaus Kobold.
Saved in:
Superior document: | Title is part of eBook package: De Gruyter DGBA Business and Economics <1990 |
---|---|
VerfasserIn: | |
Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2011] ©1986 |
Year of Publication: | 2011 |
Edition: | Reprint 2011 |
Language: | English |
Series: | European University Institute - Series D : Economics ;
1 |
Online Access: | |
Physical Description: | 1 online resource (321 p.) :; Num. figs. and tabs. |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
9783110903300 |
---|---|
ctrlnum |
(DE-B1597)53944 (OCoLC)979955571 |
collection |
bib_alma |
record_format |
marc |
spelling |
Kobold, Klaus, author. aut http://id.loc.gov/vocabulary/relators/aut Interest Rate Futures Markets and Capital Market Theory : Theoretical Concepts and Empirical Evidence / Klaus Kobold. Reprint 2011 Berlin ; Boston : De Gruyter, [2011] ©1986 1 online resource (321 p.) : Num. figs. and tabs. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda European University Institute - Series D : Economics ; 1 Frontmatter -- ACKNOWLEDGEMENTS -- INTRODUCTION -- CHAPTER I : THE INTEREST RATE FUTURES MARKET -- CHAPTER II : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF PORTFOLIO THEORY -- CHAPTER III : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF THE CAPITAL ASSET PRICING MODEL -- CHAPTER IV : SUMMARY AND CONCLUSIONS -- BIBLIOGRAPHY restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Nov 2021) Capital market. Hedging (Finance). Interest rate futures. Portfolio management. BUSINESS & ECONOMICS / Economics / General. bisacsh Title is part of eBook package: De Gruyter DGBA Business and Economics <1990 9783110635713 ZDB-23-GBE print 9783110109030 https://doi.org/10.1515/9783110903300 https://www.degruyter.com/isbn/9783110903300 Cover https://www.degruyter.com/document/cover/isbn/9783110903300/original |
language |
English |
format |
eBook |
author |
Kobold, Klaus, Kobold, Klaus, |
spellingShingle |
Kobold, Klaus, Kobold, Klaus, Interest Rate Futures Markets and Capital Market Theory : Theoretical Concepts and Empirical Evidence / European University Institute - Series D : Economics ; Frontmatter -- ACKNOWLEDGEMENTS -- INTRODUCTION -- CHAPTER I : THE INTEREST RATE FUTURES MARKET -- CHAPTER II : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF PORTFOLIO THEORY -- CHAPTER III : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF THE CAPITAL ASSET PRICING MODEL -- CHAPTER IV : SUMMARY AND CONCLUSIONS -- BIBLIOGRAPHY |
author_facet |
Kobold, Klaus, Kobold, Klaus, |
author_variant |
k k kk k k kk |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Kobold, Klaus, |
title |
Interest Rate Futures Markets and Capital Market Theory : Theoretical Concepts and Empirical Evidence / |
title_sub |
Theoretical Concepts and Empirical Evidence / |
title_full |
Interest Rate Futures Markets and Capital Market Theory : Theoretical Concepts and Empirical Evidence / Klaus Kobold. |
title_fullStr |
Interest Rate Futures Markets and Capital Market Theory : Theoretical Concepts and Empirical Evidence / Klaus Kobold. |
title_full_unstemmed |
Interest Rate Futures Markets and Capital Market Theory : Theoretical Concepts and Empirical Evidence / Klaus Kobold. |
title_auth |
Interest Rate Futures Markets and Capital Market Theory : Theoretical Concepts and Empirical Evidence / |
title_alt |
Frontmatter -- ACKNOWLEDGEMENTS -- INTRODUCTION -- CHAPTER I : THE INTEREST RATE FUTURES MARKET -- CHAPTER II : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF PORTFOLIO THEORY -- CHAPTER III : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF THE CAPITAL ASSET PRICING MODEL -- CHAPTER IV : SUMMARY AND CONCLUSIONS -- BIBLIOGRAPHY |
title_new |
Interest Rate Futures Markets and Capital Market Theory : |
title_sort |
interest rate futures markets and capital market theory : theoretical concepts and empirical evidence / |
series |
European University Institute - Series D : Economics ; |
series2 |
European University Institute - Series D : Economics ; |
publisher |
De Gruyter, |
publishDate |
2011 |
physical |
1 online resource (321 p.) : Num. figs. and tabs. |
edition |
Reprint 2011 |
contents |
Frontmatter -- ACKNOWLEDGEMENTS -- INTRODUCTION -- CHAPTER I : THE INTEREST RATE FUTURES MARKET -- CHAPTER II : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF PORTFOLIO THEORY -- CHAPTER III : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF THE CAPITAL ASSET PRICING MODEL -- CHAPTER IV : SUMMARY AND CONCLUSIONS -- BIBLIOGRAPHY |
isbn |
9783110903300 9783110635713 9783110109030 |
callnumber-first |
H - Social Science |
callnumber-subject |
HG - Finance |
callnumber-label |
HG6024 |
callnumber-sort |
HG 46024.5 |
url |
https://doi.org/10.1515/9783110903300 https://www.degruyter.com/isbn/9783110903300 https://www.degruyter.com/document/cover/isbn/9783110903300/original |
illustrated |
Not Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
332 - Financial economics |
dewey-full |
332.8/2 |
dewey-sort |
3332.8 12 |
dewey-raw |
332.8/2 |
dewey-search |
332.8/2 |
doi_str_mv |
10.1515/9783110903300 |
oclc_num |
979955571 |
work_keys_str_mv |
AT koboldklaus interestratefuturesmarketsandcapitalmarkettheorytheoreticalconceptsandempiricalevidence |
status_str |
n |
ids_txt_mv |
(DE-B1597)53944 (OCoLC)979955571 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter DGBA Business and Economics <1990 |
is_hierarchy_title |
Interest Rate Futures Markets and Capital Market Theory : Theoretical Concepts and Empirical Evidence / |
container_title |
Title is part of eBook package: De Gruyter DGBA Business and Economics <1990 |
_version_ |
1770178040574246912 |
fullrecord |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03180nam a22008295i 4500</leader><controlfield tag="001">9783110903300</controlfield><controlfield tag="003">DE-B1597</controlfield><controlfield tag="005">20211129102213.0</controlfield><controlfield tag="006">m|||||o||d||||||||</controlfield><controlfield tag="007">cr || ||||||||</controlfield><controlfield tag="008">211129t20111986gw fo d z eng d</controlfield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">(OCoLC)1013947854</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">(OCoLC)1029822703</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">(OCoLC)1032693698</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">(OCoLC)1037980715</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">(OCoLC)1039087521</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783110903300</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1515/9783110903300</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-B1597)53944</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)979955571</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-B1597</subfield><subfield code="b">eng</subfield><subfield code="c">DE-B1597</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HG6024.5</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS069000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">332.8/2</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 210</subfield><subfield code="2">rvk</subfield><subfield code="0">(DE-625)rvk/141260:</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kobold, Klaus, </subfield><subfield code="e">author.</subfield><subfield code="4">aut</subfield><subfield code="4">http://id.loc.gov/vocabulary/relators/aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Interest Rate Futures Markets and Capital Market Theory :</subfield><subfield code="b">Theoretical Concepts and Empirical Evidence /</subfield><subfield code="c">Klaus Kobold.</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Reprint 2011</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin ;</subfield><subfield code="a">Boston : </subfield><subfield code="b">De Gruyter, </subfield><subfield code="c">[2011]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">©1986</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (321 p.) :</subfield><subfield code="b">Num. figs. and tabs.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="347" ind1=" " ind2=" "><subfield code="a">text file</subfield><subfield code="b">PDF</subfield><subfield code="2">rda</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">European University Institute - Series D : Economics ;</subfield><subfield code="v">1</subfield></datafield><datafield tag="505" ind1="0" ind2="0"><subfield code="t">Frontmatter -- </subfield><subfield code="t">ACKNOWLEDGEMENTS -- </subfield><subfield code="t">INTRODUCTION -- </subfield><subfield code="t">CHAPTER I : THE INTEREST RATE FUTURES MARKET -- </subfield><subfield code="t">CHAPTER II : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF PORTFOLIO THEORY -- </subfield><subfield code="t">CHAPTER III : INTEREST RATE FUTURES MARKETS IN THE CONTEXT OF THE CAPITAL ASSET PRICING MODEL -- </subfield><subfield code="t">CHAPTER IV : SUMMARY AND CONCLUSIONS -- </subfield><subfield code="t">BIBLIOGRAPHY</subfield></datafield><datafield tag="506" ind1="0" ind2=" "><subfield code="a">restricted access</subfield><subfield code="u">http://purl.org/coar/access_right/c_16ec</subfield><subfield code="f">online access with authorization</subfield><subfield code="2">star</subfield></datafield><datafield tag="538" ind1=" " ind2=" "><subfield code="a">Mode of access: Internet via World Wide Web.</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">In English.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Nov 2021)</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Capital market.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Hedging (Finance).</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Interest rate futures.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Portfolio management.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Economics / General.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Title is part of eBook package:</subfield><subfield code="d">De Gruyter</subfield><subfield code="t">DGBA Business and Economics <1990</subfield><subfield code="z">9783110635713</subfield><subfield code="o">ZDB-23-GBE</subfield></datafield><datafield tag="776" ind1="0" ind2=" "><subfield code="c">print</subfield><subfield code="z">9783110109030</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1515/9783110903300</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://www.degruyter.com/isbn/9783110903300</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="3">Cover</subfield><subfield code="u">https://www.degruyter.com/document/cover/isbn/9783110903300/original</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_BACKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_CL_LAEC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_DGALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_EBACKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_EBKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_ECL_LAEC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_EEBKALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_ESSHALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_ESTMALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_SSHALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">EBA_STMALL</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV-deGruyter-alles</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA11SSHE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA12STME</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA13ENGE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA17SSHEE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA18STMEE</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">PDA5EBK</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-23-GBE</subfield><subfield code="b">1990</subfield></datafield></record></collection> |