Money market term structure dynamics and volatility expectations
Year of publication: |
1992
|
---|---|
Authors: | Carverhill, Andrew ; Strickland, Chris |
Institutions: | Financial Options Research Centre (contributor) |
Publisher: |
[Coventry] |
Subject: | Geldmarkt | Money market | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory |
Extent: | 35, [9] S graph. Darst |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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