Credit-Implied Forward Volatility and Volatility Expectations
Year of publication: |
2015
|
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Authors: | Byström, Hans |
Publisher: |
Lund : Lund University, School of Economics and Management, Department of Economics |
Subject: | CDS | implied volatility term structure | forward volatility | forward start options |
Series: | Working Paper ; 2015:34 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 840985800 [GVK] hdl:10419/260171 [Handle] RePEc:hhs:lunewp:2015_034 [RePEc] |
Classification: | G01 - Financial Crises ; G10 - General Financial Markets. General |
Source: |
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