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The Price of Fixed Income Market Volatility

Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Mele, Antonio (Autor), Obayashi, Yoshiki (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Springer Finance,
Temas:
Acceso en línea:Texto Completo