Hedging the treasury lock
Year of publication: |
2019
|
---|---|
Authors: | Pucci, Mario |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 9.2019, 3, p. 301-324
|
Subject: | Treasury | Lock | T-Lock | Hedging | Arbitrage-Free | Convexity | Gamma | Repo | Staatspapier | Government securities | Repo-Geschäft | Repo transactions | Theorie | Theory | Derivat | Derivative |
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