<The> Implied Volatility of U.S. Interest Rates Evidence from Callable U.S. Treasuries
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Atlanta
Federal Reserve Bank of Atlanta
1995
|
| Edition: | 1. ed. |
| Series: | Working Paper
95-12 |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: <The> Implied Volatility of U.S. Interest Rates
- Callable U.S. treasury bonds Optimal calls, anomalies, and implied volatilities
- <The> stability of interest rate processes
- Spline methods for extracting interest rate curves from coupon bond prices
- Day-to day monetary policy and the volatility of the feeral funds interest rate
- Uncertainty and implied variance bounds in long-memory models of the interest rate term structure.
- <The> Determinants of the interest rate margins of Czech banks