Valuation of the quality and the switching options and their impact on treasury bond futures prices
By: by Theodore M. Barnhill
Contributors: Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-152; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-152
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1987
Place of publication: New York]
Language: eng
Number of pages: 29
Notes: Bibliography: p. 28-29.