Volatility and correlation in the pricing of equity, FX and interest-rate options

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Bibliographic Information

Title
"Volatility and correlation in the pricing of equity, FX and interest-rate options"
Statement of Responsibility
Riccardo Rebonato
Publisher
  • John Wiley
Publication Year
  • 1999
Book size
24 cm
Other Title
  • Volatility and correlation

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Notes

Includes bibliographical references (p. [329]-332) and index

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