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PERSPECTIVES ON SELECTION OF THE OPTIMAL CASH BOND FOR ARBITRAGING AGAINST THE TREASURY BOND FUTURES CONTRACT
Author(s) -
Barnhill Theodore M.,
Jordan James V.
Publication year - 1987
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1987.tb01152.x
Subject(s) - treasury , futures contract , bond , citation , george (robot) , state (computer science) , cash , selection (genetic algorithm) , economics , financial economics , library science , finance , political science , computer science , history , law , art history , artificial intelligence , algorithm