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Magical Tome

Cover of Volatility and Correlation
First published
2013
Publisher
Wiley & Sons, Limited, John
Pages
864 pages
ISBN
9781118673539

Volatility and Correlation

The outer archives are busy

by Riccardo Rebonato

About this book

In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation with over 80% new or fully reworked material and is a must have both for practitioners and for students.

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