A model of the convenience yields in on-the-run treasuries
Joseph A. Cherian; Eric Jacquier; Robert A. Jarrow
| Year of publication: |
2004
|
|---|---|
| Authors: | Cherian, Joseph ; Jacquier, Eric ; Jarrow, Robert A. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 7.2004, 2, p. 79-97
|
| Subject: | Staatspapier | Government securities | Zinsstruktur | Yield curve | Repo-Geschäft | Repo transactions | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| 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/10003153974