Interest rate futures trading in SIMEX

• Main Authors: Lee, Wee Khiam, Tan, Lee Ching, Yap, Hwee Ling
• Other Authors: Nanyang Business School
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Business
• Online Access: http://hdl.handle.net/10356/59692
• Institution: Nanyang Technological University

The interest rate futures market has been experiencing rapid growth in recent years. However, little research has been done in this area as it is still a relatively new instrument. With the high return and high risk characteristic of the interest rate futures instrument, one could easily make use of...