The Multivariate Nature of Interest Rate Co-Volatility Risk

Piatti, Ilaria and Trojani, Fabio (2010) The Multivariate Nature of Interest Rate Co-Volatility Risk. University of Lugano.

Full text not available from this repository.
Item Type: Other Working Paper
Subject(s): Finance
Centre: Faculty of Finance
Date Deposited: 26 Mar 2015 14:25
Last Modified: 23 Oct 2015 14:08
Funders: not applicable
URI: http://eureka.sbs.ox.ac.uk/id/eprint/5266

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