Volatility and correlation : the perfect hedger and the fox
by
Rebonato, Riccardo.
Title
:
Volatility and correlation : the perfect hedger and the fox
Author
:
Rebonato, Riccardo.
ISBN
:
9780470091401
9781118673539
9780470842782
Edition
:
2nd ed.
Physical Description
:
1 online resource (xxv, 836 pages) : illustrations
Subject Term
:
Options (Finance) -- Mathematical models.
Interest rate futures -- Mathematical models.
Securities -- Prices -- Mathematical models.
Interest rate futures.
Mathematical models.
Options (Finance)
Prices.
Securities.
Options (Finances) -- Modèles mathématiques.
Marchés à terme de taux d'intérêt -- Modèles mathématiques.
Valeurs mobilières -- Prix -- Modèles mathématiques.
Korrelation.
Mathematisches Modell.
Optionspreistheorie.
Volatilität.
Added Author
:
Rebonato, Riccardo. Volatility and correlation in the pricing of equity.
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 424220-1001 | ONLINE | | Elektronik Kütüphane |