Options-implied probability density functions for real interest rates
Jonathan H. Wright
| Year of publication: |
September 2016
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|---|---|
| Authors: | Wright, Jonathan H. |
| 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. 129-149
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| 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/10011577880