Duration-based hedging with Treasury bond futures
Richard J. Rendleman, Jr
| Year of publication: |
1999
|
|---|---|
| Authors: | Rendleman, Richard J. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 9.1999, 1, p. 84-91
|
| Subject: | Staatspapier | Government securities | Zinsderivat | Interest rate derivative | Hedging | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of fixed income |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432382