Volatility and correlation, in the pricing of equity, FX and interest-rate options / Riccardo Rebonato.

Author/creator Rebonato, Riccardo
Format Book
Publication InfoChichester ; New York : J. Wiley, ©1999.
Descriptionxvii, 338 pages : illustrations ; 24 cm.
Subjects

Portion of title Volatility and correlation
SeriesWiley series in financial engineering
Wiley series in financial engineering. ^A382352
Bibliography noteIncludes bibliographical references (p. [329]-332) and index.
LCCN 99035173
ISBN0471899984 (alk. paper)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG6024.A3 R43 1999 ✔ Available Place Hold