Volatility and Correlation: In the Pricing of Equity, Fx and Interest-Rate Options

by Riccardo Rebonato

In his new book, Riccardo Rebonato introduces financial professionals to the practical and subtle use of the concepts of volatility (the degree of randomness in a price movement) and correlation (the... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0471899984
• ISBN13: 9780471899983
• Release Date: December 1999
• Publisher: Wiley
• Length: 360 Pages
• Weight: 1.35 lbs.
• Dimensions: 1.0" x 6.3" x 9.3"