Volatility and correlation in the pricing of equity, FX and interest-rate options
By: Rebonato, Riccardo.
Material type:
BookPublisher: Chichester : Wiley, 1999Description: 338.Call No.:
HG6024 .A3
R426V
Subject(s): OPTIONS (FINANCE) -- MATHEMATICAL MODELS | INTEREST RATE FUTURES -- MATHEMATICAL MODELS | SECURITIES -- PRICES -- MATHEMATICAL MODELS
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| Main Campus Book Shelves | HG6024 .A3 R426V (Browse shelf) | Available | 180520000013 |
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| HG6024 .A3 P683S 2001 Starting out in futures trading / | HG6024 .A3 P683S 2001 Starting out in futures trading / | HG6024 .A3 P683S 2001 Starting out in futures trading / | HG6024 .A3 R426V Volatility and correlation in the pricing of equity, FX and interest-rate options | HG6024 .A3 R426V Volatility and correlation in the pricing of equity, FX and interest-rate options | HG6024 .A3 R426V 2004 Volatility and correlation : | HG6024 .A3 R572D Derivative markets : theory, strategy, and applications |
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