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

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47261] Author:	RebonatoRiccardo,
[NT 47351] Place of Publication:	Chichester
[NT 47263] Published:	John Wiley & Sons;
[NT 47352] Year of Publication:	c1999
[NT 47264] Description:	xvii, 338p.ill. : 24cm.;
[NT 47298] Series:	Wiley series in financial engineering
[NT 47266] Subject:	Options (Finance) - Mathematical models. -
[NT 47266] Subject:	Interest rate futures - Mathematical models. -
[NT 47266] Subject:	Securities - Prices - Mathematical models. -
[NT 47265] Notes:	Includes bibliographical references (p. [329]-332) and index.
[NT 50961] ISBN:	0-471-89998-4bound

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

Volatility and correlation in the pricing of equity, FX, and interest-rate options / Riccardo Rebonato - Chichester : John Wiley & Sons, c1999. - xvii, 338p. ; ill. ; 24cm.. - (Wiley series in financial engineering).
Includes bibliographical references (p. [329]-332) and index..
ISBN 0-471-89998-4
Options (Finance) - Mathematical models.Interest rate futures - Mathematical models.Securities - Prices - Mathematical models.

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