ost empirical work and empirically oriented illustrations dealing with M the hedging effectiveness of futures contracts utilize either one of two approaches, namely: Risk minimization or payoff maximization. In the first approach, hedging is perceived as a combination of a futures position with an e
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Hedging Interest Rate Risks with Financial Futures
โ Scribed by Michel Fortin; Nabil Khoury
- Book ID
- 114944964
- Publisher
- Wiley (John Wiley & Sons)
- Year
- 2009
- Tongue
- English
- Weight
- 706 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0825-0383
No coin nor oath required. For personal study only.
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