Join BookitisSave favorites, build lists, and follow creators.

Volatility and Correlation

Work detail

Bookitis Pick
Cover for Volatility and Correlation
VA
Image source: Open Library
Riccardo Rebonato3 editions

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.

Overview

Shared work-level identity and catalog context.

1 credited authorSearch language english

Bookitis keeps work pages focused on the shared book identity and the editions that actually belong to it. Unrelated books should not appear here as primary content.

Contributors

People credited with this work in the active catalog.

  • Riccardo Rebonato

    Author profile in the active Bookitis catalog

    Open Author

Editions

Publication-specific versions linked to this work only.