Hedging with interest rate futures
Subtitle: a stochastic process approach
By: by Robert L. Geske and Dan R. Pieptea
Contributors: Pieptea, Dan R.; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-132; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-132
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1986
Place of publication: New York]
Language: eng
Number of pages: 36
Notes: Bibliography: p. 35-36.