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 | Volatilität | Korrelation | Mathematisches Modell |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XVII, 338 S. : zahlr. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-471-89998-4 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004599959