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.
- ISBN13 9780470091401
- Publish Date 8 July 2005 (first published 3 August 2004)
- Publish Status Active
- Publish Country US
- Imprint John Wiley & Sons Inc
- Edition 2nd Revised edition
- Format eBook
- Pages 864
- Language English
- URL http://wiley.com/remtitle.cgi?isbn=0470091401