Stochastic duration and dynamic measure of risk in financial futures
By: Andrew H. Chen, Hun Y. Park, K. John Wei
Contributors: Park, Hun Y. (Hun Young), 1951-; Wei, K. John; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1063; BEBR faculty working paper -- no.1063.
Publisher: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign
Published: 1984
Place of publication: [Urbana]
Language: eng
Number of pages: 12
Subjects: Mathematical models; Financial futures; Corporations
Notes: Bibliography: p.11-12.