Using interest-rate options to hedge interest rate-dependent securities
Year of publication: |
1997
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Authors: | Ronn, Ehud I. ; Xuan, Changneng |
Institutions: | Federal Reserve Bank of Chicago |
Subject: | Hedging (Finance) | Derivative securities | Securities | Interest rates |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Conference on Bank Structure and Competition (1997 : 33rd) ; Technology : //www.policy.implications.for.the.future.of.financial.services/com. Number 553 308 pages long336 |
Source: |
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