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  • Options And Futures - A Teaching Session
    not by expectations for interest rates. • The primary uses of interest rate futures in our industry are ... the last two terms, cash return minus coupon, the direct arithmetic relationship between the price of the ...

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    • Authors: Robert W Crispin, David M Dunford, David P Jacob, James A Tilley
    • Date: May 1984
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Investments; Public Policy