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

Main Author: Rebonato, Riccardo
Format: Book
Language:English
Published: Chichester, England: John Wiley, c1999
Series:Wiley series in financial engineering
Subjects:
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020 |a 0471899984  |q hbk. 
040 |a CY  |b University of Cyprus  |e AACR2 
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100 1 |a Rebonato, Riccardo 
240 1 0 |a Volatility and correlation 
245 1 0 |a Volatility and correlation in the pricing of equity, FX, and interest-rate options/  |c Riccardo Rebonato 
246 1 3 |a Volatility and correlation 
260 |a Chichester, England:  |b John Wiley,  |c c1999 
300 |a xvii, 338 p. :  |b ill. ;  |c 24 cm. 
490 0 |a Wiley series in financial engineering 
504 |a Includes bibliographical references (p. [329]-332) and index. 
650 0 |a Options (Finance)  |x Mathematical models 
650 0 |a Interest rate futures  |x Mathematical models 
650 0 |a Securities  |x Prices 
650 0 |x Mathematical models 
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