Volatility and correlation, in the pricing of equity, FX and interest-rate options / Riccardo Rebonato.
| Author/creator | Rebonato, Riccardo |
| Format | Book |
| Publication Info | Chichester ; New York : J. Wiley, ©1999. |
| Description | xvii, 338 pages : illustrations ; 24 cm. |
| Subjects |
| Portion of title | Volatility and correlation |
| Series | Wiley series in financial engineering Wiley series in financial engineering. ^A382352 |
| Bibliography note | Includes bibliographical references (p. [329]-332) and index. |
| LCCN | 99035173 |
| ISBN | 0471899984 (alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | HG6024.A3 R43 1999 | ✔ Available | Place Hold |