Discussion of "options-implied probability density functions for real interest rates"
Eric T. Swanson
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Swanson, Eric T. |
| Other Persons: | Wright, Jonathan H. (contributor) |
| Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 12.2016, 3, p. 151-159
|
| Subject: | Realzins | Real interest rate | Zinsstruktur | Yield curve | Optionsanleihe | Warrant bond | Stetige Verteilung | Continuous distribution | Finanzmarktökonometrie | Financial econometrics |
| 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://ebvufind01.dmz1.zbw.eu/10011577892