00993nam0-22003011i-450-99000316596040332120130604115658.0000316596FED01000316596(Aleph)000316596FED0100031659620030910d1998----km-y0itay50------baengIT<<The >>probability density function of interest rates implied in the price of optionsby Fabio Fornari and Roberto VioliRomaBanca d'Italia1998Temi di discussione del Servizio studiBanca d'Italia339Tassi d'interesseTitoliFornari,Fabio<1964- >374677Violi,Roberto123084ITUNINARICAUNIMARCBK990003165960403321DocBdI/TI/98.33916505/339SESSESProbability density function of interest rates implied in the price of options457265UNINA