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Kreditderivate

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NameArtDatumGrößeDateiBestellnr.
Produkte 2012 
BroschüreJan 20122800 kBE2D-152-0112
Wholesale Trade Entry Facilities - Overview and Issues in Daily Operation
(nur in Englisch verfügbar)
 
PräsentationJun 20111061 kBnur online verfügbar
Eurex Option Seminar: Introduction to Theoretical Pricing Models
(nur in Englisch verfügbar)
 
PräsentationMai 2011453 kBnur online verfügbar
Enhancement of Eurex Wholesale Trading Facilities: EFPI
(nur in Englisch verfügbar)
 
PräsentationOkt 2010970 kBnur online verfügbar
Eurex OTC Flexible Contracts
(nur in Englisch verfügbar)
 
PräsentationMai 2009772 kBnur online verfügbar
Enhancement of Eurex Wholesale Trading
(nur in Englisch verfügbar)
 
Artikel & UmfrageNov 200884 kBnur online verfügbar
Eurex OTC Trade facilities - Meeting the needs of the asset managment industry
(nur in Englisch verfügbar)

Byron Baldwin, Eurex
 
Artikel & UmfrageSep 2008230 kBnur online verfügbar
Enhancement of Eurex Wholesale Trading Facilities
(nur in Englisch verfügbar)
 
Artikel & UmfrageMai 2008160 kBnur online verfügbar
The World of Credit - A chronology from 1999 to 2008
(nur in Englisch verfügbar)
 
BroschüreOkt 20073352 kBE2E-113-1007
Case Study: Portfolio Overlay-Strategie mit Eurex iTraxx®-Credit Futures: Erweiterte Möglichkeiten für europäische Fondsmanager

Byron Baldwin, Eurex
 
Artikel & UmfrageSep 2007122 kBnur online verfügbar
Eurex iTraxx® Credit Futures
(nur in Englisch verfügbar)

Byron Baldwin, Eurex
 
Artikel & UmfrageSep 200786 kBnur online verfügbar
Credit Derivatives - Always... Making Fresh iTraxx
(nur in Englisch verfügbar)
 
FlyerMai 2007149 kBnur online verfügbar
The Case for Exchange-Based Credit Futures Contracts
(nur in Englisch verfügbar)

Brian A. Eales, London Metropolitan University
The Case for Exchange-Based Credit Futures Contracts
This article examines the growth in the use and application of credit derivatives. It discusses the general advantages to investors that can be gained by using exchange-based futures compared to their OTC counterparts. The iTraxx© index operational framework, composition of the indexes, fixed coupon, and market quotes are explained with the aid of a Bloomberg screen and a numerical example. There is an overview of credit default swap pricing and a presentation of a Bloomberg screen that illustrates the detailed pricing output for Eurex Credit Default Swap Futures in respect of the iTraxx© Europe 5-year contract. The article focuses on the variety of ways in which credit derivatives generally are being used in today\'s markets. It presents the three Eurex Futures contracts in detail and explains how settlement will be affected both in the absence of default and when default(s) occur. The empirical section examines different investment strategies where existing iTraxx© index products could have been used to great advantage. The scenarios examined consider the total return performance of bond indexes, a single bond and an equity index when combined with existing iTraxx© benchmark indexes. The results of the study are positive and implicitly indicate uses to which corresponding exchange-based credit futures could be put.
Akademische StudieMai 20071822 kBE5E-209-0507
Eurex Credit Futures: iTraxx® Europe, iTraxx® HiVol, iTraxx® Crossover
(nur in Englisch verfügbar)
 
PräsentationApr 2007243 kBnur online verfügbar
Always... first out - Eurex Credit Derivatives
(nur in Englisch verfügbar)
 
FlyerFeb 200758 kBnur online verfügbar
Recent Developments in the Credit Default Swap Market
(nur in Englisch verfügbar)

Robert Reoch, Reoch Credit Partners LLP & Mehtap Dinc, Eurex
 
Artikel & UmfrageFeb 200737 kBnur online verfügbar
Quick Reference Guide Market Model
(nur in Englisch verfügbar)
 
BroschüreJan 2007308 kBnur online verfügbar
Quick Reference Guide Trading
(nur in Englisch verfügbar)
 
BroschüreDez 20062157 kBnur online verfügbar
Credit Derivatives - Strategies and instruments
(nur in Englisch verfügbar)
 
Artikel & UmfrageSep 20061013 kBE2E-094-0906
Replicating Hedge Fund Returns Using Futures - A European Perspective
(nur in Englisch verfügbar)

Cass Business School, Harry M. Kat
Replicating Hedge Fund Returns Using Futures - A European Perspective
Hedge funds tend to put a lot of effort into generating their returns and charge substantial fees to do so. However, with the latest performance evaluation studies indicating that hedge fund performance is not truly superior (anymore), the question arises whether it is possible to generate similar, hedge fund-like, returns in a more mechanical way and with less effort. In other words, is it possible to design dynamic trading strategies, mechanically trading stocks, bonds, etc., that generate hedge fund-like returns? If such strategies indeed exist, then this would solve a respectable number of problems surrounding hedge fund investments and alternative investments in general, including the need for extensive due diligence, liquidity, capacity, transparency, style drift and regulatory problems, as well as excessive management fees. In this paper we develop and demonstrate the workings of a technique that allows the derivation of dynamic futures trading strategies, which generate returns with statistical properties similar to hedge funds. Trading nothing else than Eurex DAX 30 and Euro Bund futures, we show that this technique is not only capable of replicating fund of funds returns, but is equally capable of replicating individual hedge fund returns. Accurately replicating the risk-return profile, but sharing none of the drawbacks of real hedge funds, our synthetic hedge fund returns are a worthwhile alternative to direct hedge fund investment.
Akademische StudieMär 2006370 kBE5E-164-0306
Hedge Funds Trading Strategies
(nur in Englisch verfügbar)
 
Artikel & UmfrageJan 200325 kBnur online verfügbar

 








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