| Record ID | talis_openlibrary_contribution/talis-openlibrary-contribution.mrc:1586280151:932 |
| Source | Talis |
| Download Link | /show-records/talis_openlibrary_contribution/talis-openlibrary-contribution.mrc:1586280151:932?format=raw |
LEADER: 00932cam a2200229 a 4500
001 0ac040403dfe4eaaa36d4766e6c7c87c
003 UK-BiTAL
005 20050705151654.0
008 981109s1997 hk | 000 ||eng|d
035 $a()M0000610UD
040 $aUD$cUD$dUK-BiTAL
100 1 $aSercu, Piet,$d1951-
245 04 $aThe optimal number of contracts in cross- or delta-hedges /$cPiet Sercu, Xueping Wu.
260 $aKowloon, Hong Kong :$bCity University of Hong Kong, Department of Economics and Finance,$c1997.
300 $a38p. :$btables ;$c30 cm.
440 0 $aWorking paper series (City University of Hong Kong. Department of Economics and Finance) ;$vno.112
504 $aIncludes bibliographical references (p23).
650 0 $aBonds$xMathematical models.
650 0 $aPortfolio management.
650 0 $aInvestment analysis.
700 1 $aWu, Xueping.
710 2 $aCity University of Hong Kong.$bDepartment of Economics and Finance.