The implied volatility of US interest rates : evidence from callable US treasuries
Year of publication: |
1995
|
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Authors: | Bliss, Robert R. ; Ronn, Ehud I. |
Publisher: |
Atlanta, Ga. |
Subject: | Volatilität | Volatility | USA | United States | Zins | Interest rate | Zinsstruktur | Yield curve | Optionsgeschäft | Option trading | Staatspapier | Government securities |
Extent: | 34, [20] : graph. Darst |
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Series: | Working paper series / Federal Reserve Bank of Atlanta. - Atlanta, Ga., ZDB-ID 2171118-5. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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