LIBROS DEL AUTOR: yoshiki obayashi

2 resultados para LIBROS DEL AUTOR: yoshiki obayashi

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  • The Price of Fixed Income Market Volatility
    Antonio Mele / Yoshiki Obayashi
    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 ...
    Disponible

    99,29 €

  • The Price of Fixed Income Market Volatility
    Antonio Mele / Yoshiki Obayashi
    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 ...
    Disponible

    47,98 €