Spanned stochastic volatility in bond markets : a reexamination of the relative pricing between bonds and bond options

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Bibliographic Information

Title
"Spanned stochastic volatility in bond markets : a reexamination of the relative pricing between bonds and bond options"
Statement of Responsibility
by Don H. Kim
Publisher
  • Bank for International Settlements
Publication Year
  • c2007
Book size
30 cm

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Notes

"Monetary and Economic Department"

"December 2007"

Includes bibliographical references (p. 37-38)

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Details 詳細情報について

  • CRID
    1130000794898475776
  • NII Book ID
    BB14929691
  • Text Lang
    en
  • Country Code
    sz
  • Title Language Code
    en
  • Place of Publication
    • Basel
  • Data Source
    • CiNii Books
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