Volatility and correlation: the perfect hedger and the fox/
Rebonato, Riccardo
Volatility and correlation: the perfect hedger and the fox/ Riccardo Rebonato. - 2nd ed. - Chichester: J. Wiley, c2004. - xxv, 836 p.: ill.; 25 cm.
Rev. ed. of: Volatility and correlation in the pricing of equity. 1999.
Includes bibliographical references (p. 805-812) and index.
0470091398 (cloth : alk. paper)
00400422
Options (Finance)--Mathematical models.
Interest rate futures--Mathematical models.
Securities--Prices--Mathematical models.
332.645 / R292v
Volatility and correlation: the perfect hedger and the fox/ Riccardo Rebonato. - 2nd ed. - Chichester: J. Wiley, c2004. - xxv, 836 p.: ill.; 25 cm.
Rev. ed. of: Volatility and correlation in the pricing of equity. 1999.
Includes bibliographical references (p. 805-812) and index.
0470091398 (cloth : alk. paper)
00400422
Options (Finance)--Mathematical models.
Interest rate futures--Mathematical models.
Securities--Prices--Mathematical models.
332.645 / R292v