Journal of Mathematical Finance

Vol.5 No.3(2015), Paper ID 59263, 11 pages

DOI:10.4236/jmf.2015.53026

 

Inferring Volatility from the Yield Curve

 

Vincent Brousseau, Alain Durré

 

https://www.researchgate.net/profile/Vincent_Brousseau2
IÉSEG-School of Management (Lille Catholic University) and LEM-CNRS, Lille, France

 

Copyright © 2015 Vincent Brousseau, Alain Durré et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Brousseau, V. and Durré, A. (2015) Inferring Volatility from the Yield Curve. Journal of Mathematical Finance, 5, 304-314. doi: 10.4236/jmf.2015.53026.
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