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http://janroman.dhis.org/finance/Bond%20Future/Bond%20futures.pdf
Bond futures. INTRODUCTION Bond futures contracts are futures contracts that allow investor to buy in the future a theoretical government notional bond at a …File Size: 31KB
https://www.researchgate.net/publication/247906627_Embedded_Options_in_Treasury_Bond_Futures_Prices_New_Evidence
This paper develops three empirical estimates of the value of the quality delivery option implicit in the Treasury bond futures contract: (a) an ex ante value as given by the excess of forward ...
https://www.researchgate.net/publication/227118288_Analytical_Bounds_for_Treasury_Bond_Futures_Prices
The pricing of delivery options, particularly timing options, in Treasury bond futures is prohibitively expensive. Recursive use of the lattice model is unavoidable for valuing such options, as ...
https://www.investopedia.com/terms/b/bond-valuation.asp
Bond valuation is a technique for determining the theoretical fair value of a particular bond. Bond valuation includes calculating the present value of the bond's future interest payments, also ...
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