Options on federal funds futures and interest rate volatility
Year of publication: |
2012
|
---|---|
Authors: | Sultan, Jahangir |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 4, p. 330-359
|
Subject: | Zins | Interest rate | Volatilität | Volatility | Derivat | Derivative | Geldmarkt | Money market | Staatspapier | Government securities | Zinsderivat | Interest rate derivative |
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