A comparison of forward and futures prices of an interest rate-sensitive financial asset
Lisa Meulbroek
| Year of publication: |
1992
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|---|---|
| Authors: | Meulbroek, Lisa K. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 47.1992, 1, p. 381-396
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| Subject: | Cox Ingersoll Ross Modell | Währungsderivat | Currency derivative | Zins | Interest rate | CAPM | Theorie | Theory | 1982-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001124486