An ex post valuation of the quality option implicit in the treasury bond futures contract
Year of publication: |
1990
|
---|---|
Authors: | Hegde, Shantaram P. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 14.1990, 4, p. 741-760
|
Subject: | Öffentliche Anleihe | Public bond | Derivat | Derivative | USA | United States |
-
An theoretical and empirical study of options on default free coupon bonds
Finucane, Thomas J., (1986)
-
Treasury bill futures as hedges against inflation risk
Patel, Jayendu, (1987)
-
Bollenbacher, George M., (1988)
- More ...
-
Corporate governance ratings and firm performance
Ertugrul, Mine, (2009)
-
The value of embedded real options : evidence from consumer automobile lease contracts
Giaccotto, Carmelo, (2007)
-
Competitive stock markets : evidence from companies' dual listings on the NYSE and NASDAQ
Hegde, Shantaram P., (2010)
- More ...