A shortcut to Itô's lemma for financial applications : the case of hedging with interest rate futures
Dan R. Pieptea
| Year of publication: |
1989
|
|---|---|
| Authors: | Pieptea, Daniel R. |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 10.1989, 2, p. 51-58
|
| Subject: | Hedging | Zinsderivat | Interest rate derivative | Theorie | Theory |
| 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/10001079129