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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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The efficiency of the Treasury Bill futures market
Rendleman, Richard J. - In: Selected writings on futures markets : explorations in …, (pp. 299-317). 1985
Persistent link: https://www.econbiz.de/10001305663
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The efficiency of the Treasury Bill futures market
Rendleman, Richard J. - In: Interest rate futures : concepts and issues, (pp. 191-212). 1982
Persistent link: https://www.econbiz.de/10001258069
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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