Volatility and correlation in the pricing of equity,FX and interest-rate options
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| Format: | Book |
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Chishester
John Wiley & Sons
1999
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| 090 | 0 | 0 | |a HG 6024.A3 |b R43 1999 |
| 100 | 1 | 0 | |a Rebonato |h Riccardo |
| 245 | 1 | 0 | |a Volatility and correlation |b in the pricing of equity,FX and interest-rate options |c Riccardo Rebonato |
| 260 | 0 | 0 | |a Chishester |b John Wiley & Sons |c 1999 |
| 300 | |a xvii,338p. |b ill. |c 23cm | ||
| 500 | 0 | 0 | |a Includes bibliographical references and index |
| 650 | 0 | 0 | |a Options(finance) |x Mathematical models |
| 650 | 0 | 0 | |a Interest rate futures |x Mathematical models |
| 650 | 0 | 0 | |a Securities |x Prices |x Mathematical |
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