Adrian Woodhams

Goldman Sachs JBWere

Level 38 Vero Centre

48 Shortland Street

Auckland, 1010

New Zealand

SCHOLARLY PAPERS

1

DOWNLOADS

661

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Delivery Options and Convexity in Treasury Bond and Note Futures

Number of pages: 22 Posted: 14 Jul 2008
Robin Grieves, Alan J. Marcus and Adrian Woodhams
Rollins College - Crummer Graduate School of Business, Boston College - Department of Finance and Goldman Sachs JBWere
Downloads 661 (39,238)

Abstract:

Loading...

Delivery options, convexity, Treasury futures, hedging, PVBP