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Found 2 from your keywords: author=Antonio Mele
cover
The Price of Fixed Income Market Volatility
Comment Share
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
cover
The Price of Fixed Income Market Volatility
Comment Share
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
XI, 250, 7 b/w illustrations, 45 illustrations in colour
Series Title
Springer Finance
Call Number
-