Interest rate and stock index futures and options
Subtitle: characteristics, valuation, and portfolio strategies
By: by Robert W. Kolb, Gerald D. Gay.
Contributors: Gay, Gerald D.
Series: Monograph / Financial Analysts Research Foundation ;; 18; Monograph (Financial Analysts Research Foundation) ;; no. 18.
Publisher: Financial Analysts Research Foundation
Published: 1985
Place of publication: Charlottesville, Va. (P.O. Box 3665, Charlottesville 22903)
Language: eng
Number of pages: 110
Subjects: Interest rate futures -- Mathematical models.; Commodity exchanges -- Mathematical models.; Stock index futures -- Mathematical models.
Notes: Bibliography: p. 103-110.