Les futures sur taux d'intérêt : le MATIF

The notion of organized markets and the products negotiated on the MATIF are described. The theoretical analysis of arbitrage and hedging is developed. Numerous practical exercises are included.

AFTALION, F. and PONCET, P. (1991). Les futures sur taux d'intérêt : le MATIF. PUF, 249 pages.