Rebonato, Riccardo

Volatility and correlation : the perfect hedger and the fox / Riccardo Rebonato - 2nd ed. - Chichester : Wiley, 2004 - 836 p. : ill.

Rev. ed. of: Volatility and correlation in the pricing of equity. 1999

Includes bibliographical references and index

0470091398


OPTIONS (FINANCE)--MATHEMATICAL MODELS
INTEREST RATE FUTURES--MATHEMATICAL MODELS
SECURITIES--PRICES--MATHEMATICAL MODELS

HG6024 .A3 / R426V 2004