Title: Volatility and Correlation
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.
Subjects: Options (Finance), Mathematical models, Prices, Securities, Interest rate futures, Interest rates, Options (finance)