๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Postmodernist Look at Futurism

โœ Scribed by Patricia Railing

Book ID
108520113
Publisher
John Wiley and Sons
Year
1998
Weight
74 KB
Volume
5
Category
Article
ISSN
1368-6267

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## INTEREST RATE FUTURES / 545 work with. Results generated by simulations suggest that unless investors are highly risk averse, discrete futures prices are little different from the continuous ones, implying that either the Chen (1992) or the Cox et al. (1981) futures model should work well for r