Dealers' hedging of interest rate options in the US dollar fixed-income market
Year of publication: |
1998
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Authors: | Kambhu, John |
Published in: |
Economic policy review. - New York, NY, ISSN 1932-0426, ZDB-ID 1225436-8. - Vol. 4.1998, 2, p. 35-57
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Subject: | Zinsderivat | Interest rate derivative | Hedging | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Risikoprämie | Risk premium | OTC-Handel | OTC market | USA | United States | 1995-1996 |
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