Yield curve and volatility : lessons from Eurodollar futures and options
Year of publication: |
2011
|
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Authors: | Bikbov, Ruslan ; Chernov, Mikhail |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 9.2011, 1, p. 66-105
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Währungsderivat | Currency derivative | Optionsgeschäft | Option trading | Zinsderivat | Interest rate derivative | Derivat | Derivative |
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