Seminar
Interest Rate Volatility and No-Arbitrage Affine Term Structure Models
Anh Le (UNC Chapel Hill)
May 12, 2015
Reference
Anh Le (UNC Chapel Hill), “Interest Rate Volatility and No-Arbitrage Affine Term Structure Models”, Séminaire Banque de France, May 12, 2015.
Research partnership
Macroeconomy (bdf)