{"product_id":"9783319265223","title":"The Price of Fixed Income Market Volatility","description":"\u003cp\u003eFixed income volatility and equity\nvolatility evolve heterogeneously over time, co-moving disproportionately\nduring periods of global imbalances and each reacting to events of different\nnature. While the methodology for options-based \"model-free\" pricing\nof equity volatility has been known for some time, little is known about\nanalogous methodologies for pricing various fixed income volatilities.\u003c\/p\u003e\n\n\u003cp\u003eThis book fills this gap and provides a\nunified evaluation framework of fixed income volatility while dealing with\ndisparate markets such as interest-rate swaps, government bonds, time-deposits\nand credit. It develops model-free, forward looking indexes of fixed-income\nvolatility that match different quoting conventions across various markets, and\nuncovers subtle yet important pitfalls arising from naïve superimpositions of\nthe standard equity volatility methodology when pricing various fixed income\nvolatilities.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003ePublication Year: \u003c\/strong\u003e2015\u003cbr\u003e\u003cstrong\u003eImprint: \u003c\/strong\u003eSpringer International Publishing\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eFormat: H\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eWeight (Gram): 5207\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003c\/p\u003e","brand":"Antonio Mele","offers":[{"title":"Default Title","offer_id":41242035978418,"sku":"9783319265223","price":93.59,"currency_code":"SGD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0502\/5382\/4178\/products\/3319265229.01_SCLZZZZZZZ.jpg?v=1635518662","url":"https:\/\/readabook.store\/products\/9783319265223","provider":"READABOOK BY ALKEM","version":"1.0","type":"link"}