The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship (Q5746767)
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scientific article; zbMATH DE number 6256479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship |
scientific article; zbMATH DE number 6256479 |
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The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship (English)
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8 February 2014
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interest rates
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realised volatility
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implied volatilities
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constant elasticity of variance
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