✦ LIBER ✦

On the Information in the Interest Rate Term Structure and Option Prices

✍ Scribed by Frank de Jong; Joost Driessen; Antoon Pelsser

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Long-term interest rates, interest-rate

✍ Heiner Flassbeck 📂 Article 📅 1993 🏛 Springer ⚖ 598 KB

Information, interest rates, and the vol

✍ Laurence S. Copeland; Richard C. Stapleton 📂 Article 📅 1993 🏛 Springer US 🌐 English ⚖ 922 KB

UNCERTAINTY IN FUTURE INTEREST RATES AND

✍ YAKOV AMIHUD 📂 Article 📅 1978 🏛 John Wiley and Sons 🌐 English ⚖ 260 KB

Terms Structure of Interest Rates and Im

✍ Shang-Wu Yu 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 375 KB

THE TERM STRUCTURE OF INTEREST RATES IN

✍ Ronald MacDonald; Alan E. H. Speight 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 649 KB

Currency Crises and the Term Structure o

✍ Alan Sutherland 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 239 KB