Volatility structures of forward rates and the dynamics of the term structure
Year of publication: |
1995
|
---|---|
Authors: | Ritchken, Peter H. |
Other Persons: | Sankarasubramanian, L. (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 5.1995, 1, p. 55-72
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Theorie | Theory |
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