Volatility and correlation in the pricing of equity, FX, and interest-rate options
By: Riccardo Rebonato
Series: Wiley series in financial engineering; Wiley series in financial engineering
Publisher: John Wiley
Published: 1999
Place of publication: Chichester, England; New York
Language: eng
Format: [electronic resource] /
Number of pages: 338
ISBN-13: 9780470842782
Subjects: Options (Finance); Investments & Securities; Bonds; Electronic books; Mathematical models; Securities; Prices; Interest rate futures; BUSINESS & ECONOMICS
Notes: Includes bibliographical references (p. [329]-332) and index.

Description based on print version record.