Tests of alternate models for the pricing of Korean treasury bond futures contracts
Year of publication: |
2006
|
---|---|
Authors: | Kang, Jangkoo ; Park, Hyoung-Jin |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 14.2006, 4, p. 410-425
|
Subject: | Staatspapier | Government securities | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Südkorea | South Korea | 2000-2005 |
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