An essay on stochastic volatility and the yield curve
Raymond Théoret, Pierre Rostan and Abdeljalil El-Moussadek
| Year of publication: |
2007
|
|---|---|
| Authors: | Théoret, Raymond ; Rostan, Pierre ; El-Moussadek, Abdeljalil |
| Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 86-106
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Schätzung | Estimation | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003401591