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Duration-based hedging with Treasury bond futures
Rendleman, Richard J. - In: The journal of fixed income 9 (1999) 1, pp. 84-91
Persistent link: https://www.econbiz.de/10001432382
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Interpolating the term structure from par yield and swap curves
Rendleman, Richard J. - In: The journal of fixed income 13 (2004) 4, pp. 80-89
Persistent link: https://www.econbiz.de/10002030036
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Delivery options in the pricing and hedging of treasury bond and note futures
Rendleman, Richard J. - In: The journal of fixed income 14 (2004) 2, pp. 20-31
Persistent link: https://www.econbiz.de/10002421445
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A general model for hedging swaps with eurodollar futures
Rendleman, Richard J. - In: The journal of fixed income 14 (2004) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10002155540