Quality option profits, switching option profits, and variation margin costs : an evaluation of their size and impact on treasury bond futures prices
Theodore M. Barnhill
| Year of publication: |
1990
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|---|---|
| Authors: | Barnhill, Theodore M. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 25.1990, 1, p. 65-86
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| Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Theorie | Theory | USA | United States |
| 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/10001082513