The price of fixed income market volatility [electronic resource]

• 作者： Mele, Antonio.
• 其他作者：
  • Obayashi, Yoshiki.
  • SpringerLink (Online service)
• 其他題名：
  • Springer finance
• 出版： Cham : Springer International Publishing :Imprint: Springer
• 叢書名： Springer finance
• 主題： Fixed-income securities--Prices. , Mathematics , Quantitative Finance. , Macroeconomics/Monetary Economics//Financial Economics. , Finance, general.
• ISBN： 9783319265230 (electronic bk.) 、 9783319265223 (paper)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: 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.
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