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Obayashi, Yoshiki
Libros de: Obayashi, Yoshiki
Mostrando 1 libros encontrados. (1 páginas).
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The Price of Fixed Income Market Volatility
Mele, Antonio Obayashi, Yoshiki
Springer Verlag (2016)
- EAN: 9783319265223
- Páginas: 250
- Fecha de edición: 2016
pvp.68,75 €
Disponible entre 11 y 20 dias
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 ...
