Volatility and correlation : the perfect hedger and the fox
Riccardo Rebonato
| Year of publication: |
2004 ; 2. ed.
|
|---|---|
| Authors: | Rebonato, Riccardo |
| Publisher: |
Chichester [u.a.] : Wiley |
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Finanzmathematik | Mathematical finance | Theorie | Theory | Black-Scholes-Modell | Prognose |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XXVII, 836 S. graph. Darst. 25 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references (p. 805-812) and index Rev. ed. of: Volatility and correlation in the pricing of equity. 1999 : £65.00 : CIP entry (Jun.) |
| ISBN: | 0-470-09139-8 ; 978-0-470-09139-5 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Methoden und Techniken der Volkswirtschaft ; Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001932788