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...
Clasificación: | Libro Electrónico |
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Autores principales: | , |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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Edición: | 1st ed. 2015. |
Colección: | Springer Finance,
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Temas: | |
Acceso en línea: | Texto Completo |