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

Bibliographic Information

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

by Don H. Kim

(BIS working papers, no. 239)

Bank for International Settlements, c2007

  • : print

Available at  / 1 libraries

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Note

"Monetary and Economic Department"

"December 2007"

Includes bibliographical references (p. 37-38)

Related Books: 1-1 of 1

Details

  • NCID
    BB14929691
  • Country Code
    sz
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Basel
  • Pages/Volumes
    38 p.
  • Size
    30 cm
  • Parent Bibliography ID
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