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New No-arbitrage Conditions and the Term Structure of Interest Rate Futures

✍ Scribed by Kristian R. Miltersen; J. Aase Nielsen; Klaus Sandmann

Publisher: Springer
Year: 2006
Tongue: English
Weight: 198 KB
Volume: 2
Category: Article
ISSN: 1614-2446
DOI: 10.1007/s10436-006-0040-4

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