Empirical test of valuation models for options on t-note and t-bond futures
Year of publication: |
1993
|
---|---|
Authors: | Cakici, Nusret |
Other Persons: | Chatterjee, Sris (contributor) ; Wolf, Avner S. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 1, p. 1-13
|
Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | CAPM | USA | United States | 1987 |
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