Yield curve and volatility : lessons from Eurodollar futures and options
Ruslan Bikbov; Mikhail Chernov
| Year of publication: |
2011
|
|---|---|
| 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: | Volatilität | Volatility | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative |
| Extent: | graph. Darst. |
|---|---|
| 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/10009125156