FIXED RATE LOAN COMMITMENTS, TAKE-DOWN RISK, AND THE DYNAMICS OF HEDGING WITH FUTURES

被引：32

作者：

HO, TSY

SAUNDERS, A

机构：

来源：

关键词：

D O I：

10.2307/2330944

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：499 / 516

页数：18

共 31 条

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[2]

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[3]

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[4]

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COX, JC ;

INGERSOLL, JE ;

ROSS, SA .

[6]

DESMUKH S, 1982, J FINANCE, V37, P925

[7]

DEW K, 1981, J COMMERCIAL BANK LE, V63, P27

[8]

GARABEDIAN P, 1974, PARTIAL DIFFERENTIAL

[9]

HANAWECK G, 1980, BANK LOAN COMMITMENT

[10] AN ANALYSIS OF REVOLVING CREDIT AGREEMENTS [J].

HAWKINS, GD .