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Volatility and Correlation: In the Pricing of Equity, Fx and Interest-Rate Options Hardcover - 1999
by Riccardo Rebonato
First line
The purpose of this chapter is threefold: first, I intend to explain the fundamental difference between the treatment of volatilities and correlations in the case of equities and FX on the one hand, and of interest rates on the other.
Details
- Title Volatility and Correlation: In the Pricing of Equity, Fx and Interest-Rate Options
- Author Riccardo Rebonato
- Binding Hardcover
- Edition First
- Pages 360
- Volumes 1
- Language ENG
- Publisher Wiley, Chichester, Sussex
- Date December 27, 1999
- Illustrated Yes
- ISBN 9780471899983 / 0471899984
- Weight 1.3 lbs (0.59 kg)
- Dimensions 9.34 x 6.27 x 1.01 in (23.72 x 15.93 x 2.57 cm)
- Library of Congress subjects Interest rate futures - Mathematical models, Options (Finance) - Mathematical models
- Library of Congress Catalog Number 99-35173
- Dewey Decimal Code 332.632
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Volatility and Correlation: In the Pricing of Equity, FX and InterestâRate Options (Wiley Series in Financial Engineering)
by Rebonato, Riccardo
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Volatility and Correlation : In the Pricing of Equity, FX, and Interest-Rate Options
by Rebonato, Riccardo
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Chichester, Sussex: John Wiley, 1999. 1st Edition. Hardcover. Fine/Very Good. large Octavo. Type: Book pp xvii, 338, 1st printing
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Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)
by Rebonato, Riccardo
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- Hardcover
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Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)
by Rebonato, Riccardo
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Wiley, 1999-12-21. Hardcover. New. New. In shrink wrap. Looks like an interesting title!
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