Interest rate volatility and the shape of the term structure

Journal

Philosophical Transactions of the Royal Society

Subject

Finance

Publishing details

Philosophical Transactions of the Royal Society 1994 Vol 347 p 563-576

Authors / Editors

Brown R H; Schaefer S M

Biographies

Schaefer S M

Publication Year

1994

Publication Notes

IFA

Publication Research Centre

Institute of Finance and Accounting