Comparing alternative assumptions on the term structure of futures prices : reply
Frans A. de Roon; Yulia V. Veld-Merkoulova
| Year of publication: |
2004
|
|---|---|
| Authors: | Roon, Frans de ; Veld- Merkoulova, Yulia |
| Other Persons: | Lien, Da-hsiang Donald (contributor) ; Wang, Yan (reviewed) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 11, p. 1101-1104
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Derivat | Derivative | Zinsderivat | Interest rate derivative |
| 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/10002248581