Fundamental properties of bond prices in models of the short-term rate
Antonio Mele
| Year of publication: |
2003
|
|---|---|
| Authors: | Mele, Antonio |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 16.2003, 3, p. 679-716
|
| Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Volatilität | Volatility | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001794920