The Price of Fixed Income Market Volatility - Softcover

Book 48 of 53: Springer Finance

Mele, Antonio; Obayashi, Yoshiki

 
9783319265247: The Price of Fixed Income Market Volatility
Softcover
ISBN 10: 3319265245 ISBN 13: 9783319265247
Publisher: Springer, 2016

This specific ISBN edition is currently not available.

Synopsis

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.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2016
Language
English
ISBN 10 
3319265245
ISBN 13 
9783319265247
Binding
Paperback
Number of pages
264

Other Popular Editions of the Same Title

9783319265223: The Price of Fixed Income Market Volatility (Springer Finance)

Featured Edition

ISBN 10:  3319265229 ISBN 13:  9783319265223
Publisher: Springer, 2016
Hardcover