The concept and measures of interest rate volatility
Year of publication: |
2008
|
---|---|
Authors: | Levin, Alexander |
Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 235-242
|
Subject: | Zins | Interest rate | Volatilität | Volatility | Theorie | Theory |
-
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott, (2021)
-
Forward-backward-looking monetary policy rules : derivation and empirics
Rashid, Abdul, (2021)
-
Inflation targeting and variability of money market interest rates under a zero lower bound
Bruna, Karel, (2018)
- More ...
-
The concept of credit OAS in valuation of MBS
Levin, Alexander, (2008)
-
Short-rate term structure models
Levin, Alexander, (2008)
-
Levin, Alexander, (2008)
- More ...