| Record ID | marc_loc_2016/BooksAll.2016.part13.utf8:71581354:1009 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part13.utf8:71581354:1009?format=raw |
LEADER: 01009cam a2200229 i 4500
001 80622515
003 DLC
005 19850827000000.0
008 801112s1980 txu b s00010 eng
010 $a 80622515 //r85
050 0 $aHG6024.5$b.F7
082 0 $a332.8/2$219
100 10 $aFranckle, Charles T.
245 14 $aThe effectiveness of rolling the hedge forward in the interest rate futures market /$cCharles T. Franckle and George M. McCabe.
260 0 $aAustin, Tex. :$bGraduate School of Business, University of Texas at Austin : distribute by Bureau of Business Research, University of Texas at Austin,$c[1980]
300 $a23 p. ;$c28 cm.
490 1 $aWorking paper - Graduate School of Business, University of Texas at Austin ; 80-10
500 $a"March 1980."
504 $aBibliography: p. 22-23.
650 0 $aInterest rate futures$xMathematical models.
700 10 $aMcCabe, George M.,$ejoint author.
830 0 $aWorking paper (University of Texas at Austin. Graduate School of Business) ;$v80-10.