The price of fixed income market volatility. ([2015])

• Record Type: Book
• Further Information: Note: Antonio Mele, Yoshiki Obayashi.
• Authors: Mele, Antonio; Obayashi, Yoshiki
• Contents: 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.
• Publisher Details: Cham New York : Springer
• Publication Date: 2015
• Extent: 1 online resource (xi, 250 pages), illustrations (some color)
• Subjects: 332.63/2; Mathematics; Fixed-income securities -- Prices; Finance; Macroeconomics; Economics, Mathematical; Finance; Macroeconomics; Mathematics; Business & Economics -- Economics -- Macroeconomics; Business & Economics -- Finance; Macroeconomics; Finance; Mathematics -- Applied; Finance & accounting; Electronic books
• Languages: English
• ISBNs: 9783319265230; 3319265237
• Related ISBNs: 9783319265223; 3319265229
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from digital title page (viewed on February 22, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.