Volatility and Correlation
Subtitle: the Perfect Hedger and the Fox
Edition: 2nd ed.
Publisher: John Wiley & Sons
Published: 2005
Place of publication: Chichester
Language: eng
Format: [electronic resource] :
Number of pages: 866
ISBN-13: 9780470091401
Subjects: Options (Finance); Mathematical models; Prices; Securities; Interest rate futures
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.
Notes: Description based on print version record.
Table of contents: title: Volatility and Correlation 2(nd) Edition; Contents; Preface; Acknowledgements; I Foundations; II Smiles; title: Equity and FX; III Interest Rates; title: Deterministic Volatilities; IV Interest Rates; title: Smiles; Bibliography; Index.