DEBUT 发表于 2025-3-21 16:46:49

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dissent 发表于 2025-3-21 23:16:11

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发展 发表于 2025-3-22 02:37:32

https://doi.org/10.1007/978-3-319-26523-0interest rate derivatives and volatility; model-free forward looking gauges of fixed income volatilit

interrupt 发表于 2025-3-22 06:11:20

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Conjuction 发表于 2025-3-22 12:37:17

The Price of Fixed Income Market Volatility978-3-319-26523-0Series ISSN 1616-0533 Series E-ISSN 2195-0687

常到 发表于 2025-3-22 13:07:10

Book 2015ch reacting to events of differentnature. While the methodology for options-based "model-free" pricingof equity volatility has been known for some time, little is known aboutanalogous methodologies for pricing various fixed income volatilities...This book fills this gap and provides aunified evaluat

DEMN 发表于 2025-3-22 19:31:32

Book 2015t develops model-free, forward looking indexes of fixed-incomevolatility that match different quoting conventions across various markets, anduncovers subtle yet important pitfalls arising from naïve superimpositions ofthe standard equity volatility methodology when pricing various fixed incomevolatilities..

CODE 发表于 2025-3-23 01:12:32

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LANCE 发表于 2025-3-23 03:13:16

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反感 发表于 2025-3-23 05:44:57

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查看完整版本: Titlebook: The Price of Fixed Income Market Volatility; Antonio Mele,Yoshiki Obayashi Book 2015 Springer International Publishing Switzerland 2015 in