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Volatility and Correlation

Name: Volatility and Correlation
Availability: InStock
ISBN: 9780470091401

by Riccardo RebonatoI'm the author

Publisher: Unknown PublisherI'm the publisher

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In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation with over 80% new or fully reworked material and is a must have both for practitioners and for students.

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