Amanote Research

Amanote Research

    RegisterSign In

A Literature Review of Treasury Bond Futures Pricing and Arbitrage Method

doi 10.2991/emeeit-15.2015.62
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2015

Authors
Susheng WangYongrui YuHuimin Liu
Publisher

Atlantis Press


Related search

Are Options on Treasury Bond Futures Price Efficiently?

1984English

Arbitrage-Free Bond Pricing With Dynamic Macroeconomic Models

2007English

Arbitrage Pricing Theory

1987English

Arbitrage Pricing Theory

English

Metals Futures Market: A Comparative Analysis of Investment and Arbitrage Strategies

Development Management
2020English

Arbitrage Pricing Theory in International Markets

English

Evolutionary Arbitrage for FTSE-100 Index Options and Futures

English

The International Transmission of Arbitrage Information Across Futures Markets

Journal of Business Finance and Accounting
AccountingManagementFinanceBusiness
2005English

Treasury Bill Futures as Hedges Against Inflation Risk

1987English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy