Hedging and Replication of Fixed-Income Portfolios

Lev Dynkin; Jay Hyman; Peter Lindner

doi:10.3905/jfi.2002.319311

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Hedging and Replication of Fixed-Income Portfolios

Lev Dynkin, Jay Hyman and Peter Lindner

The Journal of Fixed Income Spring 2002, 11 (4) 43-63; DOI: https://doi.org/10.3905/jfi.2002.319311

Lev Dynkin

A managing director at Lehman Brothers in New York.

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For correspondence: ldynkin@lehman.com

Jay Hyman

A senior vice president at Lehman Brothers in Tel Aviv, Israel.

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For correspondence: jhyman@lehman.com

Peter Lindner

A vice president at Lehman Brothers in New York.

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For correspondence: lindner@lehman.com

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The Journal of Fixed Income

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Hedging and Replication of Fixed-Income Portfolios

Lev Dynkin, Jay Hyman, Peter Lindner

The Journal of Fixed Income Mar 2002, 11 (4) 43-63; DOI: 10.3905/jfi.2002.319311

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Hedging and Replication of Fixed-Income Portfolios

Lev Dynkin, Jay Hyman, Peter Lindner

The Journal of Fixed Income Mar 2002, 11 (4) 43-63; DOI: 10.3905/jfi.2002.319311

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