1. Callable U.S. treasury bonds
Title | Callable U.S. treasury bonds : Optimal calls, anomalies, and implied volatilities |
---|---|
Author info | Robert R. Bliss, Ehud I. Ronn |
Author | Bliss Robert R. |
Co-authors | Ronn Ehud I. |
Issue data | Atlanta : Federal Reserve Bank of Atlanta , 1997. - 38 s. |
Edition | Working Paper , 97-1 |
Document kind | správy výskumné |
Language | English |
Country of Edition | United States of America |
systematics | 336.7 - Peňažníctvo. Bankovníctvo. Burzy |
Keywords | obligácie * dlhopisy štátne * sadzby úrokové * rozhodovanie * teória peňažná * teórie úrokové |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 744194 |