Using interest-rate options to hedge interest rate-dependent securities

Ehud I. Ronn and Changneng Xuan

No 553, Proceedings from Federal Reserve Bank of Chicago

Keywords: Hedging (Finance); Derivative securities; Securities; Interest rates (search for similar items in EconPapers)
Pages: 308-336
Date: 1997
References: Add references at CitEc
Citations:

Published in Conference on Bank Structure and Competition (1997 : 33rd) ; Technology : //www.policy.implications.for.the.future.of.financial.services/com.

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedhpr:553

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Proceedings from Federal Reserve Bank of Chicago Contact information at EDIRC.
Bibliographic data for series maintained by Lauren Wiese ().