Research Catalog

A new method for valuing treasury bond futures options

Title
A new method for valuing treasury bond futures options / Ehud I. Ronn, Robert R. Bliss, Jr.
Author
Ronn, Ehud I.
Publication
Charlottesville, Va. : Research Foundation of the Institute of Chartered Financial Analysts, [c1992]

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Details

Additional Authors
  • Bliss, Robert R.
  • Institute of Chartered Financial Analysts. Research Foundation.
Description
xi, 21 p. : ill.; 23 cm.
Subject
  • Bonds > Valuation
  • Capital assets pricing model
  • Bonds > Ratings and rankings
Bibliography (note)
  • Includes bibliographical references.
Call Number
ReCAP 13-33844
ISBN
  • 0943205158
  • 9780943205151
OCLC
29990480
Author
Ronn, Ehud I.
Title
A new method for valuing treasury bond futures options / Ehud I. Ronn, Robert R. Bliss, Jr.
Imprint
Charlottesville, Va. : Research Foundation of the Institute of Chartered Financial Analysts, [c1992]
Bibliography
Includes bibliographical references.
Added Author
Bliss, Robert R.
Institute of Chartered Financial Analysts. Research Foundation.
Research Call Number
ReCAP 13-33844
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