Improving the design of treasury bond futures contracts
Year of publication: |
2006
|
---|---|
Authors: | Oviedo, Rodolfo |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 3, p. 1293-1316
|
Subject: | Staatspapier | Government securities | Derivat | Derivative |
-
An analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James, (2008)
-
Hedging mortgage-backed securities with treasury bond futures
Batlin, Carl A., (1987)
-
Exchange-traded fixed-income derivatives in asset management and asset-liability management
Goltz, Felix, (2006)
- More ...
-
The determinants of credit default swap premia
Ericsson, Jan, (2009)
-
Theory of Rational Futures-Style Option Pricing
Oviedo, Rodolfo, (2009)
-
The Determinants of Credit Default Swap Premia
Ericsson, Jan, (2009)
- More ...