An analysis of the impact of marking-to-market in hedging with Treasury bond futures
Joanne Hill, Thomas Schneeweis and Robert Mayerson
| Year of publication: |
1985
|
|---|---|
| Authors: | Hill, Joanne M. |
| Other Persons: | Schneeweis, Thomas (contributor) ; Mayerson, Robert (contributor) |
| Published in: |
Selected writings on futures markets : explorations in financial futures markets. - Chicago. - 1985, p. 133-156
|
| Subject: | Hedging | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Staatspapier | Government securities | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001305677