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  • Antonio Mele; Yoshiki Obayashi
    978-3-319-26523-0
    2015
    Edition 1
    • The first systematic treatment of fixed income volatility pricing
    • Two indexes included here were already launched by the Chicago Board Options Exchange in 2012 & 2013
    • Gives applied researchers access to clear background needed before undertaking empirical research into relatively new areas
    • Provides theorists with foundations to the evaluation of new products referenced to forward-looking gauges of interest-rate volatility
    • Includes specially developed small examples to deal with delicate pricing details
    • Includes supplementary material: sn.pub/extras

    €94

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