Hedging mortgage-backed securities with treasury bond futures
Year of publication: |
1987
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Authors: | Batlin, Carl A. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 7.1987, 6, p. 675-693
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Subject: | Terminhandel | Wertpapier | Festverzinslich | USA | Kredit | Hypothekarkredit | Hedging | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Hypothek | Mortgage | Theorie | Theory | Staatspapier | Government securities | Asset-Backed Securities | Asset-backed securities | Derivat | Derivative |
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