Identifying term structure volatility from the LIBOR-swap curve
Year of publication: |
2008
|
---|---|
Authors: | Thompson, Samuel B. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 2, p. 819-854
|
Subject: | Geldmarkt | Money market | Swap | Zinsstruktur | Yield curve | Volatilität | Volatility | Großbritannien | United Kingdom | 1988-2003 |
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