The purpose of this chapter is threefold: first, I intend to explain the fundamental difference between the treatment of volatilities and correlations in the case of equities and FX on the one hand, and of interest rates on the other.
An edition of Volatility and Correlation
(1999)
Volatility and Correlation
In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)
by Riccardo Rebonato
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Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
September 20, 2004, Wiley, J. Wiley
in English
0470091398 9780470091395
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Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)
December 27, 1999, John Wiley & Sons
in English
0471899984 9780471899983
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"The purpose of this chapter is threefold: first, I intend to explain the fundamental difference between the treatment of volatilities and correlations in the case of equities and FX on the one hand, and of interest rates on the other."
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- Created April 29, 2008
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| October 18, 2022 | Edited by ImportBot | import existing book |
| December 1, 2020 | Edited by MARC Bot | import existing book |
| August 6, 2010 | Edited by IdentifierBot | added LibraryThing ID |
| April 24, 2010 | Edited by Open Library Bot | Fixed duplicate goodreads IDs. |
| April 29, 2008 | Created by an anonymous user | Imported from amazon.com record |