The Multivariate Nature of Interest Rate Co-Volatility Risk
| Year of publication: |
2010
|
|---|---|
| Authors: | Piatti, Ilaria ; Trojani, Fabio |
| Publisher: |
University of Lugano |
| Type of publication: | Other |
|---|---|
| Language: | English |
| Notes: | Piatti, Ilaria and Trojani, Fabio (2010) The Multivariate Nature of Interest Rate Co-Volatility Risk. University of Lugano. |
| Source: | BASE |
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