The optimal number of contracts in cross- or delta-hedges
By: Piet Sercu, Xueping Wu.
Contributors: Wu, Xueping.; City University of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City University of Hong Kong. Department of Economics and Finance) -- no.112
Publisher: City University of Hong Kong, Department of Economics and Finance
Published: 1997
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 38
Subjects: Bonds -- Mathematical models.; Portfolio management.; Investment analysis.
Notes: Includes bibliographical references (p23).