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Interest rate derivative
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Review of research in futures markets : publ. three times a year by the Chicago Board of Trade in coop. with the Chicago Board of Trade Foundation
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The journal of futures markets
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An immunization strategy for futures contracts on government securities
Chambers, Donald Robert
- In:
The journal of futures markets
4
(
1984
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001082998
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The investigation of a systematic prepayment option in GNMA futures
Lacey, Nelson J.
- In:
Review of research in futures markets : publ. three …
4
(
1985
)
3
,
pp. 338-353
Persistent link: https://www.econbiz.de/10001012115
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