Research Catalog
The probability density function of interest rates implied in the price of options / by Fabio Fornari and Roberto Violi.
- Title
- The probability density function of interest rates implied in the price of options / by Fabio Fornari and Roberto Violi.
- Author
- Fornari, Fabio.
- Publication
- [Roma] : Banca d'Italia, 1998.
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Status | Format | Access | Call Number | Item Location |
---|---|---|---|---|
Text | Use in library | HG6024.9.I8 F67 1998x | Off-site |
Holdings
Details
- Additional Authors
- Description
- 47 p. : ill; 30 cm.
- Series Statement
- Temi di discussione del Servizio Studi ; no. 339
- Uniform Title
- Temi di discussione ; 339.
- Subject
- Note
- "October 1998."
- Bibliography (note)
- Includes bibliographical references (p.[45]-47).
- Processing Action (note)
- committed to retain
- Owning Institutions
- Harvard Library