Pricing the treasury bond futures contract as the minimum value of deliverable bond prices
Giovanni Barone-Adesi ; Robert J. Elliott
| Year of publication: |
1989
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|---|---|
| Authors: | Barone-Adesi, Giovanni ; Elliott, Robert J. |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 8.1989, 3, p. 438-444
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| Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001099129