/
BIS Working Papers No 239 BIS Working Papers No 239

BIS Working Papers No 239 - PDF document

stefany-barnette
stefany-barnette . @stefany-barnette
Follow
406 views
Uploaded On 2016-08-05

BIS Working Papers No 239 - PPT Presentation

December 2007 This paper reexamines the issue of unspanned stochastic volatility USV in bond markets and the puzzle of poor relative pricing between bonds and bond options I make a distinction betw ID: 433713

December 2007 This paper reexamines

Share:

Link:

Embed:

Download Presentation from below link

Download Pdf The PPT/PDF document "BIS Working Papers No 239" is the property of its rightful owner. Permission is granted to download and print the materials on this web site for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.


Presentation Transcript