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Volatility and Correlation

Riccardo Rebonato · 2005

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About the book

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.

Book details

Year
2005
Language
English
Publisher
John Wiley & Sons
Editions
3
Pages
866
ISBN
9780470091401

Data source: Wikidata

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