An immunized-hedge procedure for bond futures
Year of publication: |
1982
|
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Authors: | Chance, Don M. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 2.1982, 3, p. 231-242
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Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Hedging | Theorie | Theory |
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