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.

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
Request for On-site UseRequest Scan
How do I pick up this item and when will it be ready?
TextUse in library HG6024.9.I8 F67 1998xOff-site

Holdings

Details

Additional Authors
  • Banca d'Italia. Servizio studi.
  • Violi, Roberto.
Description
47 p. : ill; 30 cm.
Series Statement
Temi di discussione del Servizio Studi ; no. 339
Uniform Title
Temi di discussione ; 339.
Subject
  • Interest rate futures > Econometric models
  • Monetary policy > Italy
  • Options (Finance) > Econometric models
Note
  • "October 1998."
Bibliography (note)
  • Includes bibliographical references (p.[45]-47).
Processing Action (note)
  • committed to retain
Owning Institutions
Harvard Library