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The price of fixed income market vol...

Mele, Antonio.

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The price of fixed income market volatility

Record Type:	Electronic resources : Monograph/item
Title/Author:	The price of fixed income market volatility/ by 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.
[NT 15003449]:	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.
Contained By:	Springer eBooks
Subject:	Fixed-income securities - Prices. -
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:

2165785
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.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a xi, 250 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer finance, $x 1616-0533
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.
650 0 $a Fixed-income securities $x Prices. $3 2165785
650 1 4 $a Mathematics. $3 515831
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Macroeconomics/Monetary Economics//Financial Economics. $3 2162289
650 2 4 $a Finance, general. $3 2162279
700 1 $a Obayashi, Yoshiki. $3 1919265
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773 0 $t Springer eBooks
830 0 $a Springer finance. $3 1620796
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-26523-0
950 $a Mathematics and Statistics (Springer-11649)