Verlag: Springer International Publishing Jan 2016, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature. While the methodology for options-based 'model-free' pricingof equity volatility has been known for some time, little is known aboutanalogous methodologies for pricing various fixed income volatilities.This book fills this gap and provides aunified evaluation framework of fixed income volatility while dealing withdisparate markets such as interest-rate swaps, government bonds, time-depositsand credit. It develops model-free, forward looking indexes of fixed-incomevolatility that match different quoting conventions across various markets, anduncovers subtle yet important pitfalls arising from naïve superimpositions ofthe standard equity volatility methodology when pricing various fixed incomevolatilities. 264 pp. Englisch.
Verlag: Springer, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: GreatBookPrices, Columbia, MD, USA
Zustand: New.
Verlag: Springer International Publishing, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature. While the methodology for options-based 'model-free' pricingof equity volatility has been known for some time, little is known aboutanalogous methodologies for pricing various fixed income volatilities.This book fills this gap and provides aunified evaluation framework of fixed income volatility while dealing withdisparate markets such as interest-rate swaps, government bonds, time-depositsand credit. It develops model-free, forward looking indexes of fixed-incomevolatility that match different quoting conventions across various markets, anduncovers subtle yet important pitfalls arising from naïve superimpositions ofthe standard equity volatility methodology when pricing various fixed incomevolatilities.
Verlag: Springer, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: booksXpress, Bayonne, NJ, USA
Hardcover. Zustand: new.
Verlag: Springer, 2018
ISBN 10: 3319799673 ISBN 13: 9783319799674
Anbieter: Lucky's Textbooks, Dallas, TX, USA
Zustand: New.
Verlag: Springer, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: Lucky's Textbooks, Dallas, TX, USA
Zustand: New.
Verlag: Springer International Publishing Mrz 2018, 2018
ISBN 10: 3319799673 ISBN 13: 9783319799674
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature. While the methodology for options-based 'model-free' pricingof equity volatility has been known for some time, little is known aboutanalogous methodologies for pricing various fixed income volatilities.This book fills this gap and provides aunified evaluation framework of fixed income volatility while dealing withdisparate markets such as interest-rate swaps, government bonds, time-depositsand credit. It develops model-free, forward looking indexes of fixed-incomevolatility that match different quoting conventions across various markets, anduncovers subtle yet important pitfalls arising from naïve superimpositions ofthe standard equity volatility methodology when pricing various fixed incomevolatilities. 264 pp. Englisch.
Verlag: Springer, 2018
ISBN 10: 3319799673 ISBN 13: 9783319799674
Anbieter: GF Books, Inc., Hawthorne, CA, USA
Zustand: New. Book is in NEW condition. 0.93.
Verlag: Springer, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: GreatBookPricesUK, Castle Donington, DERBY, Vereinigtes Königreich
Zustand: New.
Verlag: Springer International Publishing, 2018
ISBN 10: 3319799673 ISBN 13: 9783319799674
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature. While the methodology for options-based 'model-free' pricingof equity volatility has been known for some time, little is known aboutanalogous methodologies for pricing various fixed income volatilities.This book fills this gap and provides aunified evaluation framework of fixed income volatility while dealing withdisparate markets such as interest-rate swaps, government bonds, time-depositsand credit. It develops model-free, forward looking indexes of fixed-incomevolatility that match different quoting conventions across various markets, anduncovers subtle yet important pitfalls arising from naïve superimpositions ofthe standard equity volatility methodology when pricing various fixed incomevolatilities.
Verlag: Springer, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Hardcover. Zustand: Brand New. 264 pages. French language. 9.50x6.50x0.75 inches. In Stock.
Verlag: Springer International Publishing, 2018
ISBN 10: 3319799673 ISBN 13: 9783319799674
Anbieter: moluna, Greven, Deutschland
Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The first systematic treatment of fixed income volatility pricing Two indexes included here were already launched by the Chicago Board Options Exchange in 2012 & 2013 Gives applied researchers access to clear background needed before undertak.
Verlag: Springer, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: GreatBookPricesUK, Castle Donington, DERBY, Vereinigtes Königreich
Zustand: As New. Unread book in perfect condition.
Verlag: Springer, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: Mispah books, Redhill, SURRE, Vereinigtes Königreich
Hardcover. Zustand: Like New. Like New. book.
Verlag: Springer, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: GreatBookPrices, Columbia, MD, USA
Zustand: As New. Unread book in perfect condition.
Verlag: Springer International Publishing, 2016
ISBN 10: 3319265229 ISBN 13: 9783319265223
Anbieter: moluna, Greven, Deutschland
Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The first systematic treatment of fixed income volatility pricing Two indexes included here were already launched by the Chicago Board Options Exchange in 2012 & 2013 Gives applied researchers access to clear background needed before undertak.
Verlag: Springer, 2018
ISBN 10: 3319799673 ISBN 13: 9783319799674
Anbieter: Mispah books, Redhill, SURRE, Vereinigtes Königreich
Paperback. Zustand: New. New. book.
Zustand: Fine. The book is in fine condition.