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Volatility and correlation in the pricing of equity, FX, and interest-rate options /

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Bibliographic Details
Main Author: Rebonato, Riccardo
Corporate Author: NetLibrary, Inc
Format: eBook
Language:English
Published: Chichester, England ; New York : John Wiley, 1999.
Series:Wiley series in financial engineering.
Subjects:
Options (Finance) > Mathematical models.
Interest rate futures > Mathematical models.
Securities > Prices > Mathematical models.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Item Description:Electronic resource.
Physical Description:xvii, 338 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [329]-332) and index.
ISBN:0470842784 (electronic bk.)
9780470842782 (electronic bk.)