The effect of interest rate options hedging on term-structure dynamics
John Kambhu and Patricia C. Mosser
| Year of publication: |
2001
|
|---|---|
| Authors: | Kambhu, John ; Mosser, Patricia C. |
| Published in: |
Economic policy review. - New York, NY, ISSN 1932-0426, ZDB-ID 1225436-8. - Vol. 7.2001, 3, p. 51-70
|
| Subject: | Zinsderivat | Interest rate derivative | Hedging | Zinsstruktur | Yield curve | Schätzung | Estimation | USA | United States | 1965-1999 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic policy review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001634867