Suresh Sundaresan
Abstract
Suresh Sundaresan, Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure, The Journal of Financial and Quantitative Analysis, Vol. 26, No. 3 (Sep., 1991), pp. 409-424
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Suresh Sundaresan, Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure, The Journal of Financial and Quantitative Analysis, Vol. 26, No. 3 (Sep., 1991), pp. 409-424
Key concepts: Futures contract, Term (time), Forward rate, Forward price, Economics, Forward contract, Financial economics, Econometrics