Callable U.S. treasury bonds Optimal calls, anomalies, and implied volatilities
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| Autore principale: | |
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| Altri autori: | |
| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
Atlanta
Federal Reserve Bank of Atlanta
1997
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| Serie: | Working Paper
97-1 |
| Soggetti: | |
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MARC
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| 245 | 1 | 0 | |a Callable U.S. treasury bonds |b Optimal calls, anomalies, and implied volatilities |c Robert R. Bliss, Ehud I. Ronn |
| 264 | 1 | |a Atlanta |b Federal Reserve Bank of Atlanta |c 1997 | |
| 300 | |a 38 s. | ||
| 490 | 1 | |a Working Paper |v 97-1 | |
| 830 | 0 | |a Working Paper |v 97-1 | |
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| 610 | 2 | 0 | |a teórie úrokové |
| 100 | 1 | |a Bliss, Robert R. | |
| 700 | 1 | |a Ronn, Ehud I. | |