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Optimal dynamic hedging using futures under a borrowing constraint

Author: Akash Deep; Bank for International Settlements. Monetary and Economic Department.
Publisher: Basel, Switzerland : Bank for International Settlements, Monetary and Economic Dept., 2002.
Series: BIS working papers, no. 109.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Additional Physical Format: Online version:
Deep, Akash.
Optimal dynamic hedging using futures under a borrowing constraint.
Basel, Switzerland : Bank for International Settlements, Monetary and Economic Dept., 2002
(OCoLC)891716707
Document Type: Book
All Authors / Contributors: Akash Deep; Bank for International Settlements. Monetary and Economic Department.
OCLC Number: 49960170
Notes: "January 2002."
Description: 30 pages : illustrations ; 30 cm.
Series Title: BIS working papers, no. 109.
Responsibility: by Akash Deep.

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