A new method for valuing Treasury Bond futures options

Author(s)

• Ronn, Ehud I.
• Bliss, Robert R., Jr
• Institute of Chartered Financial Analysts. Research Foundation

Bibliographic Information

A new method for valuing Treasury Bond futures options

Ehud I. Ronn, Robert R. Bliss, Jr

Research Foundation of the Institute of Chartered Financial Analysts, c1992

Details

• NCID: BA51631159
• ISBN:
  • 0943205158
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [Charlottesville, Va.]
• Pages/Volumes: xi, 21 p.
• Size: 23 cm
• Subject Headings:
  • LCSH : Options (Finance)