Interest rate volatility : a consol rate approach
Vincent Brousseau; Alain Durré
| Year of publication: |
2015
|
|---|---|
| Authors: | Brousseau, Vincent ; Durré, Alain |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 1, p. 58-72
|
| Subject: | Consol Rate | Historical Volatility | Overnight Money Market | Interbank Offered Interest Rates | Zins | Interest rate | Geldmarkt | Money market | Volatilität | Volatility | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy |
| 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/10011398611