مرکز منطقه ای اطلاع رساني علوم و فناوري - Tests of alternate models for the pricing of Korean Treasury bond futures contracts

Title of article :

Tests of alternate models for the pricing of Korean Treasury bond futures contracts

Author/Authors :

angkoo Kang، نويسنده , , Hyoung-Jin Park، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

410

To page :

425

Keywords :

Korean Treasury bond futures , Term–structure models , The cost-of-carry model , Arbitrage , Pricing error

Journal title :

Pacific-Basin Finance Journal

Serial Year :

2006

Journal title :

Pacific-Basin Finance Journal

Record number :

249450

Link To Document :