Volatility and correlation : the perfect hedger and the fox /
In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation with over 8...
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| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, England :
J. Wiley,
©2004.
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| Edition: | 2nd ed. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation with over 80% new or fully reworked material and is a must have both for practitioners and for students. |
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| Physical Description: | 1 online resource (xxv, 836 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 805-812) and index. |
| ISBN: | 0470091401 9780470091401 9781118673539 1118673530 0470842784 9780470842782 |