Hedging interest rate risk with options on average interest rates
Year of publication: |
1995
|
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Authors: | Longstaff, Francis A. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 4.1995, 4, p. 37-45
|
Subject: | Zinsrisiko | Interest rate risk | Hedging | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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