Yoshiki Obayashi: 1 book
by Antonio Mele, Yoshiki Obayashi
Language: English
Release Date: January 11, 2016
Language: English
Release Date: January 11, 2016
Fixed 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...
