Managing Non-Parallel Shift Risk of Yield Curve with Interest Rate Futures
| Year of publication: |
1993
|
|---|---|
| Authors: | Lee, Sang Bin ; Oh, Seung Hyun |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 13.1993, 5, p. 515-526
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