Volatility and correlation in the pricing of equity, FX and interest-rate options

Bibliographic Information

Volatility and correlation in the pricing of equity, FX and interest-rate options

Riccardo Rebonato

(Wiley series in financial engineering)

John Wiley, 1999

Other Title

Volatility and correlation

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Note

Includes bibliographical references (p. [329]-332) and index

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