Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap selection
Sylvie Coutant, Eric Jondeau and Michael Rockinger
| Year of publication: |
1998
|
|---|---|
| Authors: | Coutant, Sylvie ; Jondeau, Eric ; Rockinger, Michael |
| Institutions: | Banque de France / Direction des Etudes Economiques et de la Recherche (contributor) |
| Publisher: |
Paris : Dir. des Etudes Economiques et de la Recherche |
| Subject: | Derivat | Derivative | Frankreich | France | 1997 |
| Extent: | 28, [19] S. zahlr. graph. Darst |
|---|---|
| Series: | Notes d'études et de recherche : NER. - Paris : [Verlag nicht ermittelbar], ZDB-ID 2488025-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000989565