Delivery options and convexity in Treasury bond and note futures
Robin Grieves, Alan J. Marcus, Adrian Woodhams
| Year of publication: |
2010
|
|---|---|
| Authors: | Grieves, Robin ; Marcus, Alan J. ; Woodhams, Adrian |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 19.2010, 1, p. 1-7
|
| Subject: | Staatspapier | Government securities | Optionsgeschäft | Option trading | Derivat | Derivative | Hedging |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G13 - Contingent Pricing; Futures Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008652927