An intraweek seasonality in the implied volatilities of T-bond and T-note options
Year of publication: |
1990
|
---|---|
Authors: | Morse, Joel N. |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 1.1990, 4, p. 303-312
|
Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Börsenkurs | Share price | USA | United States | 1986-1988 |
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