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The price of fixed income market volatility - MaRDI portal

The price of fixed income market volatility

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Publication:896050

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DOI10.1007/978-3-319-26523-0zbMath1329.91004OpenAlexW2345417663MaRDI QIDQ896050

Antonio Mele, Yoshiki Obayashi

Publication date: 11 December 2015

Published in: Springer Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-26523-0

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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