Empirical test of valuation models for options on t-note and t-bond futures
Nusret Cakici ; Sris Chatterjee ; Avner Wolf
| 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 |
| 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/10001136845