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A model for convexity-based cross-hedges with treasury futures
Chen, Andrew H.; Kang, Joseph C.; Yang, Baochen - In: The journal of fixed income 15 (2005) 3, pp. 68-79
Persistent link: https://www.econbiz.de/10003303950
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Evidence on theta and convexity in treasury returns
Kang, Joseph C.; Chen, Andrew H. - In: The journal of fixed income 12 (2002) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10001725703
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EVIDENCE ON THETA AND CONVEXITY IN TREASURY RETURNS
Kang, Joseph Choongseok; Chen, Andrew H. - In: The journal of fixed income 12 (2002) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10007165965
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A MODEL FOR CONVEXITY-BASED CROSS-HEDGES WITH TREASURY FUTURES
Chen, Andrew H.; Kang, Joseph; Yang, Baochen - In: The journal of fixed income 15 (2005) 3, pp. 68
Persistent link: https://www.econbiz.de/10007146696