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The price of fixed income market vol...

Mele, Antonio.

The price of fixed income market volatility

Record Type:	Electronic resources : Monograph/item
Title/Author:	The price of fixed income market volatilityby Antonio Mele, Yoshiki Obayashi.
Author:	Mele, Antonio.
other author:	Obayashi, Yoshiki.
Published:	Cham :Springer International Publishing :2015.
Description:	xi, 250 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Fixed-income securitiesPrices.
Online resource:	http://dx.doi.org/10.1007/978-3-319-26523-0
ISBN:	9783319265230$q(electronic bk.)

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$q(electronic bk.)

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

732873
Fixed-income securities
--Prices.

LC Class. No.: HG4650

Dewey Class. No.: 332.632

The price of fixed income market volatility
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245 1 4 $a The price of fixed income market volatility $h [electronic resource] / $c by Antonio Mele, Yoshiki Obayashi.
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505 0 $a 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.
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