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~institution:"National Centre of Competence in Research North South <Bern>"
~person:"Cossin, Didier"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Anleihe
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Cossin, Didier
Audrino, Francesco
3
Barone-Adesi, Giovanni
3
Corsi, Fulvio
2
Curci, Giuseppe
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Rheinlaender, Thorsten
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Valchev, Stoyan
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Evstigneev, Igor V.
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Leippold, Markus
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Lu, Hongze
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National Centre of Competence in Research North South <Bern>
Institut für Schweizerisches Bankwesen <Zürich>
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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USB Cologne (business full texts)
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Pricing Prepayment Option in C&I Loans at Origination
Cossin, Didier
;
Lu, Hongze
-
Institut für Schweizerisches Bankwesen <Zürich>
;
…
-
2002
the forward interest rate
volatility
but very sensitive to the forward credit spread
volatility
. …
Persistent link: https://www.econbiz.de/10005858717
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