Duration and the term structure of interest rate volatility
David F. Babbel
| Year of publication: |
1983
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|---|---|
| Authors: | Babbel, David F. |
| Published in: |
Innovations in bond portfolio management : duration analysis and immunization. - Greenwich, Conn. [u.a.] : JAI Press, ISBN 0-89232-320-5. - 1983, p. 239-265
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| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Volatilität | Volatility | Dauer | Duration | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001851574