Quality options and hedging in Japanese government bond futures markets
Year of publication: |
1996
|
---|---|
Authors: | Yu, Shang-wu |
Other Persons: | Theobald, Michael (contributor) ; Cadle, John (contributor) |
Published in: |
Financial engineering and the Japanese markets. - Dordrecht : Kluwer Acad. Publ., ISSN 1380-2011, ZDB-ID 1328847-7. - Vol. 3.1996, 2, p. 171-193
|
Subject: | Öffentliche Anleihe | Public bond | Derivat | Derivative | Hedging | Zinsstruktur | Yield curve | Japan |
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