Pricing stock index futures with stochastic interest rates
Nusret Cakici ; Sris Chatterjee
| Year of publication: |
1991
|
|---|---|
| Authors: | Cakici, Nusret |
| Other Persons: | Chatterjee, Sris (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 11.1991, 4, p. 441-452
|
| Subject: | CAPM | Index-Futures | Index futures | Zins | Interest rate | USA | United States | 1982-1987 |
| 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/10001109935