✦ LIBER ✦

Hedging long-term exposures with multiple short-term futures contracts

✍ Scribed by Neuberger, A.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An optimal Strategy for Hedging with Sho

✍ G. Larcher; G. Leobacher 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 126 KB

Hedging Long-Term Forwards with Short-Te

✍ Wolfgang Bühler; Olaf Korn; Rainer Schöbel 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 428 KB

Hedging long term commodity swaps with f

✍ David Apsel; Jack Cogen; Michael Rabin 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 997 KB

On a class of optimization problems emer

✍ Gunther Leobacher 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 264 KB

Pricing and hedging of long-term futures

✍ Shiraya, Kenichiro; Takahashi, Akihiko 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 395 KB

Short-Term Versus Long-Term Interests: C

✍ Erik Berglöf and Ernst-Ludwig von Thadden 📂 Article 📅 1994 🏛 MIT Press 🌐 English ⚖ 569 KB