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Options on short-term interest rate futures

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  • Anatoli Kuprianov

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  • Anatoli Kuprianov, 1986. "Options on short-term interest rate futures," Economic Review, Federal Reserve Bank of Richmond, vol. 72(Nov), pages 3-11.
    • Handle: RePEc:fip:fedrer:y:1986:i:nov:p:3-11:n:v.72no.6
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    References listed on IDEAS

    as
    1. Gary D. Koppenhaver, 1986. "Futures options and their use by financial intermediaries," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 10(Jan), pages 18-31.
    2. Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
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    Keywords

    Interest rate futures;

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