An Introduction to Hedging Interest Rate Risks with Futures, Swaps and Options

Book Section (Chapter)

Duke Authors

Cited Authors

  • Breeden, DT; Giarla, MG

Cited Editors

  • Fabozzi, F

Published Date

  • 1991

Book Title

  • The Handbook of Mortgage-Backed Securities

Chapter

  • 32

Start / End Page

  • 889 - 986

Published By

Place of Publication

  • Chicago, IL

International Standard Book Number 10 (ISBN-10)

  • 0917253841