Hedging noncoetaneous cash positions with eurodollar futures
Authors: | Laycock, Mark S. |
---|---|
Other Persons: | Paxson, Dean A. (contributor) |
Published in: | |
Subject: | Zinsderivat | Interest rate derivative | Risiko | Risk | Währungsderivat | Currency derivative | Hedging | Theorie | Theory |
-
Hedging with financial futures under variance minimization with stochastic interest rates
Chee, Kew-chul, (1994)
-
Strub, Issam S., (2018)
-
What determines the yen swap spread?
Azad, A. S. M. Sohel, (2015)
- More ...
-
Risk management at the top : a guide to risk and its governance in financial institutions
Laycock, Mark, (2014)
-
Multifactor implied volatility functions for HJM models
I‐Doun Kuo, (2006)
-
Bing‐Huei Lin, (2008)
- More ...