The Price of Fixed Income Market Volatility

The Price of Fixed Income Market Volatility by Antonio Mele, Yoshiki Obayashi.

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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Bibliographic Details
Main Authors: Mele, Antonio (Author), Obayashi, Yoshiki (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Springer Finance,
Springer eBook Collection.
Subjects:
Economics, Mathematical .
Macroeconomics.
Finance.
Electronic resources (E-books)
Online Access:Click to view e-book
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Call Number: E-Book
Status: Available

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