The Price of Fixed Income Market Volatility

Antonio Mele () and Yoshiki Obayashi ()
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Antonio Mele: University of Lugano
Yoshiki Obayashi: Applied Academics LLC

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2015
ISBN: 978-3-319-26523-0
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Chapters in this book:

Ch Chapter 1 Introduction

Antonio Mele and Yoshiki Obayashi

Ch Chapter 2 Variance Contracts: Fixed Income Security Design

Antonio Mele and Yoshiki Obayashi

Ch Chapter 3 Interest Rate Swaps

Antonio Mele and Yoshiki Obayashi

Ch Chapter 4 Government Bonds and Time-Deposits

Antonio Mele and Yoshiki Obayashi

Ch Chapter 5 Credit

Antonio Mele and Yoshiki Obayashi

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfln:978-3-319-26523-0

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DOI: 10.1007/978-3-319-26523-0

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