Does implied volatility imply volatility - in bonds?
Year of publication: |
2001
|
---|---|
Authors: | Bertonazzi, Eric P. ; Maloney, Michael T. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 11.2001, 3, p. 54-60
|
Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Staatspapier | Government securities | USA | United States |
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