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The price of fixed income market vol...

Obayashi, Yoshiki.

The price of fixed income market volatility

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/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. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-26523-0
ISBN:	9783319265230

The price of fixed income market volatility
Mele, Antonio.

The price of fixed income market volatility[electronic resource] /by Antonio Mele, Yoshiki Obayashi. - Cham :Springer International Publishing :2015. - xi, 250 p. :ill., digital ;24 cm. - Springer finance,1616-0533. - Springer finance..

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.

ISBN: 9783319265230

Standard No.: 10.1007/978-3-319-26523-0doiSubjects--Topical Terms:

1070665
Fixed-income securities
--Prices.

LC Class. No.: HG4650

Dewey Class. No.: 332.632

The price of fixed income market volatility
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