Tests of alternate models for the pricing of Korean treasury bond futures contracts
Jangkoo Kang; Hyoung-Jin Park
| Year of publication: |
2006
|
|---|---|
| Authors: | Kang, Jangkoo ; Park, Hyoung-Jin |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 14.2006, 4, p. 410-425
|
| Subject: | Staatspapier | Government securities | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Südkorea | South Korea | 2000-2005 |
| 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/10003365509