Description: The Price of Fixed Income Market Volatility by Antonio Mele, Yoshiki Obayashi Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature. Publisher Description 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 volatilities.This book fills this gap and provides aunified evaluation framework of fixed income volatility while dealing withdisparate markets such as interest-rate swaps, government bonds, time-depositsand credit. It develops model-free, forward looking indexes of fixed-incomevolatility that match different quoting conventions across various markets, anduncovers subtle yet important pitfalls arising from naïve superimpositions ofthe standard equity volatility methodology when pricing various fixed incomevolatilities. Author Biography Antonio Mele holds a SeniorChair at the Swiss Finance Institute, and is a full Professor of Finance at theUniversity of Lugano, after having been a tenured faculty at the London Schoolof Economics & Political Science for a decade. He is also a Research Fellowfor the Financial Economics program at the Centre for Economic Policy Research(CEPR) in London. He holds a PhD in Economics from the University of Paris.His academic expertise spans avariety of fields in financial economics, pertaining to capital marketvolatility, interest rates and credit markets, macro-finance, capital marketsand business cycles, and information in securities markets. His research hasbeen published by top journals in Finance and Economics such as the Journalof Financial Economics, the Review of Economic Studies,the Review of Financial Studies, and the Journal ofMonetary Economics.His work outside academiaincludes developingfixed income volatility indexes for Chicago Board OptionsExchange. He is the co-inventor of the CBOE Interest Rate Swap Volatility Index(CBOE-SRVX ) - the first standardized volatility measure in theinterest-rate swap market, designed to standardize and simplify swap-ratevolatility trading much in the spirit of the CBOE-VIX® index in the equity market.YoshikiObayashi is a managing director at Applied Academics LLC in New York,specialized in developing and commercializing ideas emanating from a growingthink-tank of academic researchers selected for their works relevance topractice in the finance industry. His most recent projects range from runningsystematic trading strategies for funds to developing fixed income volatilityindexes for Chicago Board Options Exchange.Yoshiki Obayashi previouslymanaged US and Asian credit portfolios for a proprietary fixed-income tradinggroup at an investment bank. He holds a PhD in Finance and Economics fromColumbia Business School. Details ISBN 3319265229 ISBN-13 9783319265223 Title The Price of Fixed Income Market Volatility Author Antonio Mele, Yoshiki Obayashi Format Hardcover Year 2016 Pages 250 Edition 1st Publisher Springer International Publishing AG GE_Item_ID:137607280; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 103.52 USD
Location: Fairfield, Ohio
End Time: 2024-12-28T03:51:39.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9783319265223
Book Title: The Price of Fixed Income Market Volatility
Number of Pages: Xi, 250 Pages
Language: English
Publication Name: Price of Fixed Income Market Volatility
Publisher: Springer International Publishing A&G
Subject: Economic History, Economics / Macroeconomics, Investments & Securities / Stocks, Applied, Investments & Securities / General, Money & Monetary Policy
Publication Year: 2016
Type: Textbook
Item Weight: 183.7 Oz
Subject Area: Mathematics, Business & Economics
Item Length: 9.3 in
Author: Yoshiki Obayashi, Antonio MeLE
Item Width: 6.1 in
Series: Springer Finance Ser.
Format: Hardcover
