Items related to The Price of Fixed Income Market Volatility

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