Volatility and Correlation - Riccardo Rebonato
In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)
KORTE INHOUD
"Volatility and Correlation in the Pricing of Equity, FX and Interest-Rate Options is split into three sections." "In the first, an introduction is presented to the complex concepts of correlation and volatility encountered in equity/FX and interest-rate option pricing, aimed at providing practitioners with a better informed choice when deciding which models to utilise." "The author then moves on to the problem of smiles, with considerable emphasis placed on option pricing when markets are incomplete.".
"The analysis of the third part deals with the role of volatility and correlation in the context of interest-rate models."--BOOK JACKET.
"The analysis of the third part deals with the role of volatility and correlation in the context of interest-rate models."--BOOK JACKET.
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1999 Uitgever: John Wiley & Sons 360 paginas Taal: Engels ISBN-10: 0471899984 ISBN-13: 9780471899983Koop dit boek tweedehands
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Interessant boek in goede staat, slechts wat lichte sporen van gebruik! [Titel: Volatility and Correlation]
