Hedging in a HJM model
Year of publication: |
2010
|
---|---|
Authors: | Jarrow, Robert A. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 7.2010, 1, p. 8-13
|
Subject: | Hedging | Zinsstruktur | Yield curve | CAPM |
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