The probability density function of interest rates implied in the price of options

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Bibliographic Information

Title
"The probability density function of interest rates implied in the price of options"
Statement of Responsibility
by Fabio Fornari and Roberto Violi
Publisher
  • Banca d'Italia
Publication Year
  • 1998
Book size
30 cm

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Notes

Includes bibliographical references (p. [45]-47)

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Details 詳細情報について

  • CRID
    1130282272369434624
  • NII Book ID
    BA40606932
  • Text Lang
    en
  • Country Code
    it
  • Title Language Code
    en
  • Place of Publication
    • Roma
  • Data Source
    • CiNii Books
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