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 relationship between the changes in value of two financial assets) in the pricing of complex options. By explaining this approach in clear and accessible terms, the author provides traders, risk managers, financial professionals and students with the...

• 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"