Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Year of publication: |
1994
|
---|---|
Authors: | Hanweck, Gerald Alfred |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Arbeitslosigkeit | Unemployment | Theorie | Theory | CAPM | Öffentliche Anleihe | Public bond | USA | United States | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | 1974-1993 |
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