Volatility structures of forward rates and the dynamics of the term structure
Peter Ritchken ; L. Sankarasubramanian
| Year of publication: |
1995
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|---|---|
| Authors: | Ritchken, Peter H. |
| Other Persons: | Sankarasubramanian, L. (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 5.1995, 1, p. 55-72
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| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| 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://www.econbiz.de/10001185062