{"product_id":"9783319799674","title":"Springer Finance","description":"\u003ch1\u003eSpringer Finance\u003c\/h1\u003e \u003ch2\u003eMele, Antonio; Obayashi, Yoshiki\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eFixed income volatility and equity\nvolatility evolve heterogeneously over time, co-moving disproportionately\nduring periods of global imbalances and each reacting to events of different\nnature. While the methodology for options-based \"model-free\" pricing\nof equity volatility has been known for some time, little is known about\nanalogous methodologies for pricing various fixed income volatilities.\u003c\/p\u003e\n\n\u003cp\u003eThis book fills this gap and provides a\nunified evaluation framework of fixed income volatility while dealing with\ndisparate markets such as interest-rate swaps, government bonds, time-deposits\nand credit. It develops model-free, forward looking indexes of fixed-income\nvolatility that match different quoting conventions across various markets, and\nuncovers subtle yet important pitfalls arising from naïve superimpositions of\nthe standard equity volatility methodology when pricing various fixed income\nvolatilities.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2018-03-30\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319799674\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-26523-0\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 250\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":44481737359500,"sku":"9783319799674","price":58.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319799674.jpg?v=1775734819","url":"https:\/\/lateknightbooks.com\/products\/9783319799674","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}