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