Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds (Q2757309)

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Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
scientific article

    Statements

    title
    Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds (English)
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    author
    Marek Rutkowski
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    publication date
    26 November 2001
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    zbMATH Keywords
    interest rates
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    bonds
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    term structure
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    Identifiers

    zbMATH DE Number
    1676823
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    OpenAlex ID
    W3121567485
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