Quality options and hedging in Japanese government bond futures markets

DOI10.1007/BF00868085zbMath1153.91739OpenAlexW3125599440MaRDI QIDQ1000408

John Cadle, Shang-Wu Yu, Michael Theobald

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00868085

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• A practical guide to splines
• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
• Pricing Interest-Rate-Derivative Securities
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