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· 제목 : The Price of Fixed Income Market Volatility (Paperback)
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9783319799674
· 쪽수 : 250쪽
· 출판일 : 2018-03-30
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9783319799674
· 쪽수 : 250쪽
· 출판일 : 2018-03-30
목차
Preface.- Introduction.- Variance contracts: fixed income security design.- Appendix on security design and volatility indexing.- Interest rate swaps.- Appendix on interest rate swapmarkets.- Government bonds and time-deposits.- Appendix on government bonds and time depositmarkets.- Credit.- Appendix on credit markets.- References.
