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Found 1 from your keywords: author=Antonio Mele,
cover
The Price of Fixed Income Market Volatility
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Antonio Mele,

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…

Edition
1
ISBN/ISSN
978-3-319-26523-0
Collation
Manajemen
Series Title
Springer Finance
Call Number
658