Year
1991
Authors
PONCET Patrice, AFTALION Florin
Abstract
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. et PONCET, P. (1991). Les futures sur taux d’intérêt : le MATIF. PUF, 249 pages.