Optimal hedging rules for managing foreign interest rate risk
Year of publication: |
1983
|
---|---|
Authors: | Kolb, Robert W. ; Gay, Gerald D. ; Jordan, James V. |
Published in: |
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen. - Karlsruhe : Verl. Versicherungswirtschaft, ZDB-ID 627581-3. - Vol. 2.1983, p. 1221-1238
|
Subject: | Kapitalzins | Börsentermingeschäft | Vereinigte Staaten |
-
Loosigian, Allan M., (1980)
-
Hedging interest rate risk with financial futures : some basic principles
Belongia, Michael T., (1984)
-
An equilibrium model of the pricing of interest rate futures contracts : theory and empirical tests
Antia, Murad J., (1981)
- More ...
-
Are there arbitrage opportunities in the treasury‐bond futures market?
Kolb, Robert W., (1982)
-
Managing foreign interest rate risk
Kolb, Robert W., (1982)
-
Are there arbitrage opportunities in the treasury-bond futures market?
Kolb, Robert W., (1982)
- More ...