The Price of Fixed Income Market Volatility

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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Bibliographic Details
Main Authors: Mele, Antonio (Author), Obayashi, Yoshiki (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Series:Springer Finance,
Subjects:
Mathematics.
Finance.
Economics, Mathematical.
Macroeconomics.
Quantitative Finance.
Macroeconomics/Monetary Economics//Financial Economics.
Finance, general.
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ΒΚΠ - Πατρα: ALFd

Holdings details from ΒΚΠ - Πατρα: ALFd
Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
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