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Found 1 from your keywords: author=OBAYASHI, Yoshiki
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The Price of Fixed Income Market Volatility
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MELE, AntonioOBAYASHI, Yoshiki

This book fills this gap and provides a unified evaluation framework of fixed income volatility while dealing with disparate markets such as interest-rate swaps, government bonds, time-deposits and credit. It develops model-free, forward looking indexes of fixed-income volatility that match different quoting conventions across various markets, and uncovers subtle yet important pitfalls arising …

Edition
-
ISBN/ISSN
978-3-319-26523-0
Collation
XI, 250
Series Title
Springer Finance
Call Number
-