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Volatility and correlation : : the perfect hedger and the fox /
[NT 42944] Record Type:
[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:
the perfect hedger and the fox /
[NT 47261] Author:
RebonatoRiccardo,
[NT 47353] Alternative Intellectual Responsibility:
RebonatoRiccardo.,
[NT 47351] Place of Publication:
Chichester, West Sussex, England ;
[NT 47263] Published:
J. Wiley,;
[NT 47352] Year of Publication:
c2004
[NT 50960] Edition:
2nd ed
[NT 47264] Description:
xxvii, 836 p. :ill. ; : 25 cm;
[NT 47266] Subject:
Interest rate futures; - Mathematical models -
[NT 47266] Subject:
Options (Finance); - Mathematical models -
[NT 47266] Subject:
Securities; - Prices -
[NT 47265] Notes:
Rev. ed. of: Volatility and correlation in the pricing of equity. 1999 ;
[NT 50961] ISBN:
0470091398
Volatility and correlation : : the perfect hedger and the fox /
Rebonato, Riccardo
Volatility and correlation :
: the perfect hedger and the fox / / Riccardo Rebonato - 2nd ed. - Chichester, West Sussex, England ; : J. Wiley,, c2004. - xxvii, 836 p. : ; ill. ; ; 25 cm.
Rev. ed. of: Volatility and correlation in the pricing of equity. 1999 ;.
Includes bibliographical references (p. 805-812) and index.
ISBN 0470091398
Interest rate futures;Options (Finance);Securities; -- Mathematical models -- Mathematical models -- Prices
Rebonato, Riccardo.
Volatility and correlation : : the perfect hedger and the fox /
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