Price of Fixed Income Market Volatility
-15%
portes grátis
Price of Fixed Income Market Volatility
Mele, Antonio; Obayashi, Yoshiki
Springer International Publishing AG
03/2018
250
Mole
Inglês
9783319799674
15 a 20 dias
454
Descrição não disponível.
Preface.- Introduction.-
Variance contracts: fixed income security design.- Appendix on security design
and volatility indexing.- Interest rate swaps.- Appendix on interest rate
swapmarkets.- Government bonds and time-deposits.- Appendix on government bonds
and time depositmarkets.- Credit.- Appendix on credit markets.- References.
Variance contracts: fixed income security design.- Appendix on security design
and volatility indexing.- Interest rate swaps.- Appendix on interest rate
swapmarkets.- Government bonds and time-deposits.- Appendix on government bonds
and time depositmarkets.- Credit.- Appendix on credit markets.- References.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
interest rate derivatives and volatility;model-free forward looking gauges of fixed income volatility;interest rate variance swaps;volatility trading;quantitative finance
Preface.- Introduction.-
Variance contracts: fixed income security design.- Appendix on security design
and volatility indexing.- Interest rate swaps.- Appendix on interest rate
swapmarkets.- Government bonds and time-deposits.- Appendix on government bonds
and time depositmarkets.- Credit.- Appendix on credit markets.- References.
Variance contracts: fixed income security design.- Appendix on security design
and volatility indexing.- Interest rate swaps.- Appendix on interest rate
swapmarkets.- Government bonds and time-deposits.- Appendix on government bonds
and time depositmarkets.- Credit.- Appendix on credit markets.- References.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
