Perspectives on selection of the optimal cash bond for arbitraging against the treasure bond futures contract
By: by Theodore M. Barnhill and James V. Jordan
Contributors: Jordan, James V.; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-146; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-146
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1986
Place of publication: New York]
Language: eng
Number of pages: 35
Notes: Bibliography: p. 34-35.