Optimal dynamic hedging using futures under a borrowing constraint
By: by Akash Deep.
Contributors: Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 109; BIS working papers (Online) ;; no. 109.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 2002
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Hedging (Finance) -- Mathematical models.; Futures -- Mathematical models.; Liquidity (Economics) -- Mathematical models.; Risk -- Mathematical models.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 4, 2003).
"January 2002."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.