Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap election
Sylvie Coutant ; Eric Jondeau ; Michael Rockinger
| Year of publication: |
1998
|
|---|---|
| Authors: | Coutant, Sylvie ; Jondeau, Eric ; Rockinger, Michael |
| Institutions: | Chambre de commerce et d'industrie de Paris (contributor) |
| Publisher: |
Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris |
| Subject: | Derivat | Derivative | Frankreich | France | 1997 |
| Extent: | 28, [20] S. graph. Darst |
|---|---|
| Series: | Les cahiers de recherche / HEC Paris. - Jouy-en-Josas, ZDB-ID 2394841-3. - Vol. 641 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | PIBOR = Paris Interbank Offered Rate |
| ISBN: | 2-85418-641-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000987965