Hedging government bonds with futures contracts: A comparison of hedge ratio estimation methods

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dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorNurkkala, Antti
dc.contributor.departmentLaskentatoimen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2020-11-17T13:51:03Z
dc.date.available2020-11-17T13:51:03Z
dc.date.issued2003 
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/56707
dc.identifier.urnURN:NBN:fi:aalto-2020111715560
dc.language.isoenen
dc.programme.majorFinancefi
dc.rights.accesslevelopenAccess
dc.subject.keywordLaskentatoimifi
dc.subject.keywordArvopaperitfi
dc.subject.keywordVelkakirjatfi
dc.titleHedging government bonds with futures contracts: A comparison of hedge ratio estimation methodsen
dc.type.okmG2 Pro gradu, diplomityö 
dc.type.ontasotMaster's thesisen
dc.type.ontasotPro gradu -tutkielmafi
dc.type.publicationmasterThesis 
local.aalto.digiauthyes
local.aalto.digifolderAalto_50226
local.aalto.idthes9207
local.aalto.openaccessyes

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