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Riccardo Rebonato
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.
| Edition | 2nd ed. |
|---|---|
| Publisher | John Wiley & Sons |
| Pages | 866 |
| Format | [electronic resource] : |
| Search language | english |
| ISBN_10 | 0-470-09140-1 primary |
| ISBN_13 | 978-0-470-09140-1 primary |
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