Cash futures pricing and hedge ratios
Year of publication: |
1986
|
---|---|
Authors: | Lady, George M. |
Other Persons: | Lady, Jane E. (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 137-152
|
Subject: | CAPM | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Währungsderivat | Currency derivative | Hedging | USA | United States | 1983-1985 |
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