The information content of interest rate futures options
By: by Des Mc Manus.
Contributors: Bank of Canada.
Series: Working paper = Document de travail -- 99-15; Working paper (Bank of Canada) -- 99-15.
Publisher: Bank of Canada
Published: 1999
Place of publication: Ottawa
Language: eng
Number of pages: 46
Subjects: Interest rate futures.; Euro-dollar market.
Notes: Distributed by the Government of Canada Depository Services Program.

Includes abstract in French.