Volatility and CorrelationRiccardo Rebonato
Volatility and Correlation
Riccardo Rebonato · 2005
איפה לקנות
בדקו את המחיר העדכני באמזון. אנחנו לא מציגים מחירים כי הם משתנים מדי יום.
לצפייה באמזוןקישור שותפים. בתור שותפים של Amazon אנחנו מרוויחים מרכישות מתאימות.
על הספר
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.
פרטי הספר
- שנה
- 2005
- שפה
- English
- הוצאה
- John Wiley & Sons
- מהדורות
- 3
- עמודים
- 866
- ISBN
- 9780470091401
מקור הנתונים: Wikidata
עוד של Riccardo Rebonato
Taking libertiesRiccardo Rebonato
Taking liberties
Riccardo Rebonato · 2012
Volatility and CorrelationRiccardo Rebonato
Volatility and Correlation
Riccardo Rebonato · 1999
Bond Pricing and Yield Curve ModelingRiccardo Rebonato
Bond Pricing and Yield Curve Modeling
Riccardo Rebonato · 2017
Coherent stress testingRiccardo Rebonato
Coherent stress testing
Riccardo Rebonato · 2010
The SABR/LIBOR market modelRiccardo Rebonato
The SABR/LIBOR market model
Riccardo Rebonato · 2009
Plight of the Fortune TellersRiccardo Rebonato
Plight of the Fortune Tellers
Riccardo Rebonato · 2007
Modern pricing of interest-rate derivativesRiccardo Rebonato
Modern pricing of interest-rate derivatives
Riccardo Rebonato · 2002
Volatility and correlation in the pricing of equity, FX, and interest-rate optionsRiccardo Rebonato
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Riccardo Rebonato · 1999
How to Think about Climate ChangeRiccardo Rebonato
How to Think about Climate Change
Riccardo Rebonato · 2023
Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset AllocationRiccardo Rebonato
Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation
Riccardo Rebonato · 2014