An Integrated Approach to the Hedging and Pricing of Eurodollar Derivatives

• 1 June 1997
• journal article
• Published by JSTOR in Journal of Risk and Insurance
• Vol. 64  (2) , 271
• https://doi.org/10.2307/253731

Abstract

Keywords

• EURODOLLAR DERIVATIVES
• INTEGRATED APPROACH
• PRICING OF EURODOLLAR
• HEDGING AND PRICING

All Related Versions

• Version 1, RePEc (Unconfirmed version)