The price of fixed income market vol...
Mele, Antonio.

 

  • The price of fixed income market volatility[electronic resource] /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 332.632
    書名/作者: The price of fixed income market volatility/ by Antonio Mele, Yoshiki Obayashi.
    作者: Mele, Antonio.
    其他作者: Obayashi, Yoshiki.
    出版者: Cham : : Springer International Publishing :, 2015.
    面頁冊數: xi, 250 p. : : ill., digital ;; 24 cm.
    Contained By: Springer eBooks
    標題: Fixed-income securities - Prices.
    標題: Mathematics.
    標題: Quantitative Finance.
    標題: Macroeconomics/Monetary Economics//Financial Economics.
    標題: Finance, general.
    ISBN: 9783319265230
    ISBN: 9783319265223
    內容註: 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.
    電子資源: http://dx.doi.org/10.1007/978-3-319-26523-0
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