Replicating Bond Indices with Liquid Derivatives

The Journal of Fixed Income 2006 / 03 Vol. 15; Iss. 4

Replicating Bond Indices with Liquid Derivatives

Dynkin, Lev, Gould, Anthony, Konstantinovsky, Vadim
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Volume:
15
Language:
english
Journal:
The Journal of Fixed Income
DOI:
10.3905/jfi.2006.627827
Date:
March, 2006
File:
PDF, 1.37 MB
english, 2006
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