Implications of Implicit Credit Spread Volatilities on Interest Rate Modelling
Year of publication: |
2017
|
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Authors: | Fanelli, Viviana |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Zinsderivat | Interest rate derivative |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Journal of Operational Research, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 10, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2949703 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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