An Empirical Analysis of the Secondary Market Pricing of the LDC Debt
β Scribed by Hossein S. Kazemi; Ayla Ogus
- Publisher
- Springer US
- Year
- 2006
- Tongue
- English
- Weight
- 95 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1083-0898
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
ike many other futures contracts, the Treasury Bond (T-Bond) futures contract L allows the holder of a short position to satisfy the contract by delivering one of the variety of T-Bonds on one of a number of delivery dates. Accordingly, the traditional approach to pricing such contracts has concentr
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Shantaram P. Hegde Ben Branch imultaneous spot and futures trading in T-bills permits investors to construct S a combination of spot and futures positions that is a close substitute for a corresponding pure spot bill position. If the net returns on the spot-futures combination exceed the comparable