L'évaluation et la gestion d'un portefeuille comprenant des contrats MATIF, BTAN et des options sur BTAN et sur contrats MATIF
Roland Portait ; Rémy Allemane
| Year of publication: |
1989
|
|---|---|
| Authors: | Portait, Roland |
| Other Persons: | Allemane, Rémy (contributor) |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 10.1989, 1, p. 41-67
|
| Subject: | Portfolio-Management | Portfolio selection | Zinsderivat | Interest rate derivative | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Valuation and management of a portfolis including interest rate futures, bonds and options on bonds and futures |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001079137