Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options
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| رقم التسجيلة | 18802 |
| نوع المادة | book |
| رقم الطلب | 332.6323 K49s |
| المؤلف | Kim, Don H |
| العنوان | Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options |
| بيانات النشر | Basle, [SWITZERLAND]: Bank for International Settlements, 2007. |
| الوصف المادي | 38p |
| بيان السلسلة | BIS working papers | 239 |
| الملاحظات الببليوجرافية |
Includes bibliographical references |
| المواضيع | Investment and investments |
| الواصفات | BONDSINTERNATIONAL BANK OF SETTLEMENTS |
| LDR | 00100cam a22001693a 4500 |
| 082 | |a 332.6323 K49s |
| 100 | |a Kim, Don H. |
| 245 | |a Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options |
| 260 | |a Basle |b Bank for International Settlements, |c 2007 |
| 300 | |a 38p |
| 490 | |a BIS working papers |v 239 |
| 504 | |a Includes bibliographical references |
| 600 | |a Investment and investments |
| 650 | |a INTERNATIONAL BANK OF SETTLEMENTS |
| 650 | |a BONDS |
| 910 | |a libsys:recno,18802 |
| العنوان | الوصف | النص |
|---|