The implied volatility of US interest rates : evidence from callable US treasuries
Robert R. Bliss and Ehud I. Ronn
| Year of publication: |
1995
|
|---|---|
| Authors: | Bliss, Robert R. ; Ronn, Ehud I. |
| Publisher: |
Atlanta, Ga. |
| Subject: | Volatilität | Volatility | USA | United States | Zins | Interest rate | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Zinsstruktur | Yield curve | Optionsgeschäft | Option trading |
| Extent: | 34, [20] : graph. Darst |
|---|---|
| Series: | Working paper series / Federal Reserve Bank of Atlanta. - Atlanta, Ga. : [Verlag nicht ermittelbar], ZDB-ID 2171118-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000925735