Volatility and correlation : the perfect hedger and the fox

著者

• Rebonato, Riccardo

書誌事項

Volatility and correlation : the perfect hedger and the fox

Riccardo Rebonato

J. Wiley, 2004

2nd ed

• : cloth

注記

Rev. ed. of: Volatility and correlation in the pricing of equity, FX and interest-rate options

Includes bibliographical references (p. 805-812) and index

詳細情報

• NII書誌ID(NCID): BA69408282
• ISBN:
  • 0470091398
• LCCN: 2004004223
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Chichester
• ページ数/冊数: xxvii, 836 p.
• 大きさ: 25 cm
• 分類:
  • LCC : HG6024.A3
  • DC22 : 332.64/53
• 件名:
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Interest rate futures -- Mathematical models
  • LCSH : Securities -- Prices -- Mathematical models