An empirical comparison of hedging strategies with financial futures and options on futures
Hedgingfixed rate mortgage (FRM) portfolios with financial futures and options is suggested to substitutes for the adjustable rate mortgage as the hedging instrument. This study examines the comparative benefits of hedging the FRM through selling futures, buying puts, and the combined buy-putlsell-c...
Saved in:
主要作者: | |
---|---|
格式: | Article |
语言: | English |
出版: |
Penerbit Universiti Kebangsaan Malaysia
1995
|
在线阅读: | http://journalarticle.ukm.my/7966/1/801-1530-1-SM.pdf http://journalarticle.ukm.my/7966/ http://ejournals.ukm.my/pengurusan/issue/view/203 |
标签: |
添加标签
没有标签, 成为第一个标记此记录!
|