Credit-implied forward volatility and volatility expectations
Hans Byström
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Byström, Hans N. E. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 16.2016, p. 132-138
|
| Subject: | CDS | Implied volatility term structure | Forward volatility | Forward start options | Volatilität | Volatility | Zinsstruktur | Yield curve | Kreditderivat | Credit derivative | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2015.10.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011655141