Primary Article
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.
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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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