The effectiveness of rolling the hedge forward in the interest rate futures market
By: Charles T. Franckle and George M. McCabe.
Contributors: McCabe, George M., joint author.
Series: Working paper - Graduate School of Business, University of Texas at Austin ; 80-10; Working paper (University of Texas at Austin. Graduate School of Business) ;; 80-10.
Publisher: Graduate School of Business, University of Texas at Austin : distribute by Bureau of Business Research, University of Texas at Austin
Published: 1980
Place of publication: Austin, Tex
Language: eng
Number of pages: 23
Subjects: Interest rate futures -- Mathematical models.
Notes: Bibliography: p. 22-23.
"March 1980."