Volatility and correlation in the pricing of equity, FX, and interest-rate options
Riccardo Rebonato
| Year of publication: |
1999
|
|---|---|
| Authors: | Rebonato, Riccardo |
| Publisher: |
Chichester [u.a.] : Wiley |
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zinsderivat | Interest rate derivative | Optionsgeschäft | Option trading | Devisenoption | Currency option | Theorie | Theory | Mathematisches Modell | Korrelation | Derivat <Wertpapier> |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVII, 338 S graph. Darst 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references (p. [329]-332) and index |
| ISBN: | 0-471-89998-4 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001376705