The use of term structure information in the hedging of mortgage-backed securities.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 7, p. 661, doi. 10.1002/fut.20154
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2005 AND VI 25 AND IP 7
Results: 4
1
2
Derivative pricing model and time-series approaches to hedging: A comparison.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 7, p. 613, doi. 10.1002/fut.20163
- By:
- Publication type:
- Article
3
Information transmission in electronic versus open-outcry trading systems: An analysis of U.S. equity index futures markets.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 7, p. 679, doi. 10.1002/fut.20160
- By:
- Publication type:
- Article
4
Technical analysis and genetic programming: Constructing and testing a commodity portfolio.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 7, p. 643, doi. 10.1002/fut.20161
- By:
- Publication type:
- Article