Investments, tenth edition


  Futures Prices versus Expected Spot Prices  791



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 22.5  Futures Prices versus Expected Spot Prices  791

Expectations Hypothesis / Normal Backwardation / 

Contango / Modern Portfolio Theory

End of Chapter Material  793–798

CHAPTER 23



Futures, Swaps, and Risk Management  799

 23.1  Foreign Exchange Futures  799

The Markets / Interest Rate Parity / Direct versus Indirect 

Quotes / Using Futures to Manage Exchange Rate Risk

 23.2  Stock-Index  Futures 

806

The Contracts / Creating Synthetic Stock Positions: An 

Asset Allocation Tool / Index Arbitrage / Using Index 

Futures to Hedge Market Risk

 23.3  Interest Rate Futures  813

Hedging Interest Rate Risk

 23.4  Swaps 

815

Swaps and Balance Sheet Restructuring / The Swap 

Dealer / Other Interest Rate Contracts / Swap Pricing / 

Credit Risk in the Swap Market / Credit Default Swaps


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