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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...
| Cote: | Libro Electrónico |
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| Auteurs principaux: | , |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Édition: | 1st ed. 2015. |
| Collection: | Springer Finance,
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| Sujets: | |
| Accès en ligne: | Texto Completo |