Removing bias in duration based hedging models : a note
Gerald D. Gay ; Robert W. Kolb
| Year of publication: |
1984
|
|---|---|
| Authors: | Gay, Gerald D. |
| Other Persons: | Kolb, Robert W. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 4.1984, 2, p. 225-228
|
| Subject: | Zinsderivat | Interest rate derivative | Hedging | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| 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/10001082993