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: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 13.1993, 5, p. 515-526
|
| Publisher: |
John Wiley & Sons, Ltd. |