Controlling interest-rate risk with futures and options
Frank J. Fabozzi; Shrikant Ramamurthy; Mark Pitts
| Year of publication: |
2005
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Ramamurthy, Shrikant ; Pitts, Mark |
| Published in: |
The handbook of fixed income securities. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-144099-2. - 2005, p. 1301-1335
|
| Subject: | Theorie | Theory | Derivat | Derivative | Hedging | Zinsderivat | Interest rate derivative | Risiko | Risk |
| Extent: | graph. Darst |
|---|---|
| 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/10003055336