Research Catalog
Volatility and correlation in the pricing of equity, FX and interest-rate options
- Title
- Volatility and correlation in the pricing of equity, FX and interest-rate options / Riccardo Rebonato.
- Author
- Rebonato, Riccardo.
- Publication
- Chichester, England ; New York : John Wiley, 1999.
Items in the Library & Off-site
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | JBE 00-657 | Offsite |
Details
- Description
- xvii, 338 p. : ill.; 24 cm.
- Series Statement
- Wiley series in financial engineering
- Alternative Title
- Volatility and correlation
- Subject
- Bibliography (note)
- Includes bibliographical references (p. [329]-332) and index.
- Call Number
- JBE 00-657
- ISBN
- 0471899984 (alk. paper)
- LCCN
- 99035173
- OCLC
- vendor
- Author
- Rebonato, Riccardo.
- Title
- Volatility and correlation in the pricing of equity, FX and interest-rate options / Riccardo Rebonato.
- Imprint
- Chichester, England ; New York : John Wiley, 1999.
- Series
- Wiley series in financial engineering
- Bibliography
- Includes bibliographical references (p. [329]-332) and index.
- Research Call Number
- JBE 00-657