An ex post valuation of the quality option implicit in the treasury bond futures contract
Shantaram P. Hegde
| Year of publication: |
1990
|
|---|---|
| Authors: | Hegde, Shantaram P. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 14.1990, 4, p. 741-760
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| Subject: | Öffentliche Anleihe | Public bond | Derivat | Derivative | USA | United States |
| 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/10001096398