Self-financing trading strategies for sliding, rolling-horizon, and consol bonds
Year of publication: |
1999
|
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Authors: | Rutkowski, Marek |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 9.1999, 3, p. 361-385
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Subject: | Zero-Bond | Zero-coupon bond | Zinsstruktur | Yield curve | Theorie | Theory |
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