The implied jump risk of LIBOR rates
Lim Kian Guan, Christopher Ting, Mitch Warachka
| Year of publication: |
2005
|
|---|---|
| Authors: | Lim, Kian-Guan ; Ting, Christopher ; Warachka, Mitch |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 10, p. 2503-2522
|
| Subject: | Geldmarkt | Money market | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve | USA | United States | 1996-2001 |
| 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/10003071024