The duration and volatility of spot and futures prices
Laurence S. Copeland ; Richard C. Stapleton
| Year of publication: |
1993
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|---|---|
| Authors: | Copeland, Laurence S. |
| Other Persons: | Stapleton, Richard C. (contributor) |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 11.1993, 1, p. 14-21
|
| Subject: | Börsenkurs | Share price | Zinsderivat | Interest rate derivative | Theorie | Theory |
| 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/10001168680