| Record ID | ia:volatilitycorrel0000rebo |
| Source | Internet Archive |
| Download MARC XML | https://archive.org/download/volatilitycorrel0000rebo/volatilitycorrel0000rebo_marc.xml |
| Download MARC binary | https://www.archive.org/download/volatilitycorrel0000rebo/volatilitycorrel0000rebo_meta.mrc |
LEADER: 01306pam 22003374a 4500
001 9922700090001661
005 20150423144918.0
008 040223s2004 enka b 001 0 eng
010 $a 2004004223
020 $a0470091398 (cloth : alk. paper)
035 $a(CSdNU)u233982-01national_inst
035 $a(OCoLC)54503654
040 $aDLC$cDLC
042 $apcc
049 $aCNUM
050 00 $aHG6024.A3$bR43 2004
082 00 $a332.64/53$222
100 1 $aRebonato, Riccardo.
245 10 $aVolatility and correlation :$bthe perfect hedger and the fox / $cRiccardo Rebonato.
250 $a2nd ed.
260 $aChichester, West Sussex, England :$bJ. Wiley,$cc2004.
300 $axxv, 836 p. :$bill. ;$c25 cm.
500 $aRev. ed. of: Volatility and correlation in the pricing of equity. 1999.
504 $aIncludes bibliographical references (p. 805-812) and index.
650 0 $aOptions (Finance)$xMathematical models.
650 0 $aInterest rate futures$xMathematical models.
650 0 $aSecurities$xPrices$xMathematical models.
700 1 $aRebonato, Riccardo.$tVolatility and correlation in the pricing of equity.
949 $aHG 6024.A3 R43 2004$i31786101869698
994 $a92$bCNU
999 $aHG 6024.A3 R43 2004$wLC$c1$i31786101869698$lCIRCSTACKS$mNULS$rY$sY $tBOOK$u12/23/2004