Forward contracts : pricing, default risk and optimal use
Main Authors: | Cooper, Ian., Mello, Antnio Sampaio |
---|---|
Other Authors: | Sloan School of Management. |
Format: | Working Paper |
Published: |
Cambridge, Mass. : Massachusetts Institute of Technology, Sloan School of Management
2009
|
Online Access: | http://hdl.handle.net/1721.1/47948 |
Similar Items
-
Stock index futures : the case for markets in baskets of securities
by: Cooper, Ian., et al.
Published: (2009) -
Investor horizon and noise in asset prices
by: Bhushan, Ravi, et al.
Published: (2009) -
A commodity linked bond as an optimal debt instrument in the presence of moral hazard
by: Mello, Antnio Sampaio., et al.
Published: (2009) -
A portfolio approach to risk reduction in discretely rebalanced option hedges
by: Bhushan, Ravi, et al.
Published: (2009) -
Why are wages in Portugal lower than elsewhere in EEC?
by: Branco, Fernando., et al.
Published: (2009)