Forward and futurers pricing of Treasury bills
Year of publication: |
1982
|
---|---|
Authors: | Morgan, George Emir |
Published in: |
Interest rate futures : concepts and issues. - Reston, Va. : Reston Publ., ISBN 0-8359-3113-7. - 1982, p. 387-400
|
Subject: | Öffentliche Anleihe | Public bond | Zinsderivat | Interest rate derivative | USA | United States |
-
Does the wild card option really have value?
LaBarge, Karin P., (1989)
-
Futures-forward price differences and efficiency in the treasury bill futures market
Wong, Alan, (1986)
-
Modeling individual US T-bond prices
Tsuda, Hiroshi, (1998)
- More ...
-
Estimating the minimum risk maturity gap
McNulty, James E., (1991)
-
Mun, Kyung-chun, (2010)
-
Morgan, George Emir, (1983)
- More ...