Conversion factor risk and hedging in the treasury-bond futures market
Alex Kane ; Alan J. Marcus
| Year of publication: |
1984
|
|---|---|
| Authors: | Kane, Alex |
| Other Persons: | Marcus, Alan J. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 4.1984, 1, p. 55-64
|
| Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Hedging | Risiko | Risk | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001083014