{"product_id":"the-price-of-fixed-income-antonio-mele-9783319265223","title":"The Price of Fixed Income Market Volatility","description":"\u003cp\u003eFixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based \"model-free\" pricing of equity volatility has been known for some time, little is known about analogous methodologies for pricing various fixed income volatilities.\u003c\/p\u003e \u003cp\u003eThis 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.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Antonio Mele,Yoshiki Obayashi\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3319265229\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783319265223\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 01\/18\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 250\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.20lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.63d","brand":"Antonio Mele","offers":[{"title":"Hardcover","offer_id":47611868774655,"sku":"9783319265223","price":69.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_4b335f7d-242b-49a4-8869-b57c913e868b.jpg?v=1764516612","url":"https:\/\/www.whiterainbookhouse.com\/products\/the-price-of-fixed-income-antonio-mele-9783319265223","provider":"WR Book House","version":"1.0","type":"link"}