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

Riccardo Rebonato
Bok · Engelsk · 1999

Utgitt	Chichester : John Wiley , 1999
Omfang	XVII, 338 s. : ill.
Emner	Interest rate futures - Mathematical models Options (Finance) - Mathematical models Securities - Prices Mathematical models
ISBN	0471899984