Volatility and correlation in the pricing of equity, FX, and interest-rate options/
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Chichester, England:
John Wiley,
c1999
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| Series: | Wiley series in financial engineering
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| Subjects: |
| Physical Description: | xvii, 338 p. : ill. ; 24 cm. |
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| Bibliography: | Includes bibliographical references (p. [329]-332) and index. |
| ISBN: | 0471899984 |