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Mele, Antonio

Libros de: Mele, Antonio

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  • The Price of Fixed Income Market Volatility

    The Price of Fixed Income Market Volatility

    Mele, Antonio Obayashi, Yoshiki

    Springer Verlag (2016)

    valoración

    • EAN: 9783319265223
    • Páginas: 250
    • Fecha de edición: 2016

    pvp.68,75 €

    Sin Stock. Posibilidad 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 ...