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subject:"Volatilität"
~person:"Durré, Alain"
~subject:"Credit risk"
~type_genre:"Article in journal"
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Durré, Alain
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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Interest rate volatility : a consol rate approach
Brousseau, Vincent
;
Durré, Alain
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10011398611
Saved in:
2
Volatility in the Euro area money market : effects from the monetary policy operational framework
Durré, Alain
;
Nardelli, Stefano
- In:
International journal of finance & economics : IJFE
13
(
2008
)
4
,
pp. 307-322
Persistent link: https://www.econbiz.de/10003776889
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