Volatility and Correlation
the Perfect Hedger and the Fox
2nd ed.
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Author
Publication
2005 - John Wiley & Sons, Chichester, No place, unknown, or undetermined
Language
English
Word Count
216,500 words, Guess
Page Count
866 pages
Physical Format
Electronic resource
Identifiers
- Internet Archivevolatilitycorrel00rebo_545
- ISBN-100470091401
- ISBN-139780470091401
- OCLC Control Number475938795
- Better World Books9780470091401
and 1 more
- Open LibraryOL27094817M
Classifications
- DDC332.64/53
- LCCHG6024.A3R43 2004
- LCCHG6024.A3 R43 2004eb
and 1 more
- LCCHG6024.A3
Description
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.
Subjects
Links
Other Editions
- Volatility and Correlation: the Perfect Hedger and the Fox
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