Optimal dynamic hedging using futures under a borrowing constraint
by Akash Deep
| Year of publication: |
2002
|
|---|---|
| Authors: | Deep, Akash |
| Publisher: |
Basle : Bank for International Settlements |
| Subject: | Hedging | Derivat | Derivative | Betriebliche Liquidität | Corporate liquidity | Theorie | Theory |
| Extent: | 30 S graph. Darst |
|---|---|
| Series: | BIS working papers. - Basle, ISSN 1020-0959, ZDB-ID 1482126-6. - Vol. 109 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.bis.org/publ/work109.pdf Literaturverz. S. 29 - 30 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013431882