Estimating the Term Structure of Volatility and Fixeip-Income Derivative Pricing

Franklin De O. Gonçalves; João Victor Issler

doi:10.3905/jfi.1996.408165

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Estimating the Term Structure of Volatility and Fixeip-Income Derivative Pricing

Franklin De O. Gonçalves and João Victor Issler

The Journal of Fixed Income Summer 1996, 6 (1) 32-39; DOI: https://doi.org/10.3905/jfi.1996.408165

Franklin De O. Gonçalves

Manager and head of derivatives research at Banco da Bahia Investimentos S.A. in Rio de Janeiro, Brazil.

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João Victor Issler

Assistant professor at the Graduate School of Economics (EPGE) on the Getúlio Vargas Foundation in Rio de Jianeiro, Brazil.

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The Journal of Fixed Income

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Estimating the Term Structure of Volatility and Fixeip-Income Derivative Pricing

Franklin De O. Gonçalves, João Victor Issler

The Journal of Fixed Income Jun 1996, 6 (1) 32-39; DOI: 10.3905/jfi.1996.408165

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Estimating the Term Structure of Volatility and Fixeip-Income Derivative Pricing

Franklin De O. Gonçalves, João Victor Issler

The Journal of Fixed Income Jun 1996, 6 (1) 32-39; DOI: 10.3905/jfi.1996.408165

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