DURATION AND THE MEASUREMENT OF BASIS RISK

被引：93
作者：
COX, JC
INGERSOLL, JE
ROSS, SA
机构：
[1] UNIV CHICAGO,CHICAGO,IL 60637
[2] YALE UNIV,NEW HAVEN,CT 06520
来源：
JOURNAL OF BUSINESS | 1979年 / 52卷 / 01期
关键词：
D O I：
10.1086/296033
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：51 / 61
页数：11
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