Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Robert R. Bliss and Ehud I. Ronn
| Year of publication: |
1997
|
|---|---|
| Authors: | Bliss, Robert R. ; Ronn, Ehud I. |
| Publisher: |
Atlanta, Ga. |
| Subject: | USA | United States | Volatilität | Volatility | Staatspapier | Government securities | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative |
| Extent: | 38, [13] S. : graph. Darst |
|---|---|
| Series: | Working paper series / Federal Reserve Bank of Atlanta. - Atlanta, Ga., ZDB-ID 2171118-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000975260