-20%
The Price of Fixed Income Market Volatility
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
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 for some time, little is known about analogous methodologies for pricing various fixed income volatilities.
-20%
The Price of Fixed Income Market Volatility
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
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 for some time, little is known about analogous methodologies for pricing various fixed income volatilities.