Dynamic Hedging and the Interest Rate Defense

Garber, Peter M; Spencer, Michael G

Dynamic Hedging and the Interest Rate Defense

Peter M. Garber, Michael G. Spencer

Chapter in NBER book The Microstructure of Foreign Exchange Markets (1996), Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini, editors (p. 209 - 228)
Conference held July 1-2, 1994
Published in January 1996 by University of Chicago Press
© 1996 by the National Bureau of Economic Research

(304 K)

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Dynamic Hedging and the Interest Rate Defense

Peter M. Garber, Michael G. Spencer

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