Volatility and correlation : the perfect hedger and the fox /

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 8...

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Bibliographic Details
Main Author: Rebonato, Riccardo
Format: Electronic eBook
Language:English
Published: Chichester, West Sussex, England : J. Wiley, ?2004.
Edition:2nd ed.
Subjects:
Online Access:Full text (Wentworth users only)