Determining the optimal dynamic rebalancing frequency for delta-neutral hedges in LIFFE short-term interest-rates markets
Thomas O. Meyer
| Year of publication: |
1998
|
|---|---|
| Authors: | Meyer, Thomas Otto |
| Publisher: |
Auckland |
| Subject: | London International Financial Futures Exchange | Index-Futures | Index futures | Hedging | Derivat | Derivative | Theorie | Theory |
| Extent: | 24 S |
|---|---|
| Series: | Working paper / Department of Commerce, College of Business, Massey University. - Auckland, ISSN 1174-5320, ZDB-ID 2133076-1. - Vol. 98,10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000996258