[Mobile pdf] The Price of Fixed Income Market Volatility (Springer Finance)






 | #3414804 in eBooks |  2016-01-11 |  2016-01-11 | File Name: B01AJPSP8O

||From the Back Cover||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

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 for some time, little is known about
analogous methodologies for pricing various fixed income volatilities.



This book fills this gap and ...


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