The Price of Fixed Income Market Volatility

kankan

看看！多谢楼主！！！

thanks~

thanks for your sharing

什么东东

Thanks

good good

The Price of Fixed Income Market Volatility.

多谢楼主！

Thanks for sharing

kankan

many thanks

thanks for sharing

thanks ..

谢谢楼主！

thanks for the book

感谢分享好书！

This book fills this gap and provides a unified evaluation framework of fixed income volatility while dealing with disparate markets such as interest-rate swaps, government bonds, time-deposits and credit. It develops model-free, forward looking indexes of fixed-income volatility that match different quoting conventions across various markets, and uncovers subtle yet important pitfalls arising from naïve superimpositions of the standard equity volatility methodology when pricing various fixed income volatilities.