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 : John Wiley & Sons, 2004 - 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 (hbk.) RM417.88
Options (Finance)--Mathematical models
Interest rate futures--Mathematical models
Securities--Prices--Mathematical models
Volatility and correlation : the perfect hedger and the fox / Riccardo Rebonato - 2nd ed. - Chichester : John Wiley & Sons, 2004 - 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 (hbk.) RM417.88
Options (Finance)--Mathematical models
Interest rate futures--Mathematical models
Securities--Prices--Mathematical models