Volatility and correlation in the pricing of equity, FX and interest-rate options:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester [u.a.]
Wiley
1999
|
| Series: | Wiley series in financial engineering
|
| Subjects: | |
| Physical Description: | XVII, 338 S. graph. Darst. |
| ISBN: | 0471899984 |
Staff View
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Record in the Search Index
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| any_adam_object | |
| author | Rebonato, Riccardo |
| author_GND | (DE-588)142802816 |
| author_facet | Rebonato, Riccardo |
| author_role | aut |
| author_sort | Rebonato, Riccardo |
| author_variant | r r rr |
| building | Verbundindex |
| bvnumber | BV025313303 |
| classification_rvk | QH 300 SK 980 |
| ctrlnum | (OCoLC)246085028 (DE-599)BVBBV025313303 |
| dewey-full | 332.6323 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6323 |
| dewey-search | 332.6323 |
| dewey-sort | 3332.6323 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV025313303 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:30:56Z |
| institution | BVB |
| isbn | 0471899984 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-019944130 |
| oclc_num | 246085028 |
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| owner_facet | DE-11 |
| physical | XVII, 338 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley series in financial engineering |
| spelling | Rebonato, Riccardo Verfasser (DE-588)142802816 aut Volatility and correlation in the pricing of equity, FX and interest-rate options Riccardo Rebonato Chichester [u.a.] Wiley 1999 XVII, 338 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley series in financial engineering Korrelation (DE-588)4165343-9 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s DE-604 Optionspreistheorie (DE-588)4135346-8 s Volatilität (DE-588)4268390-7 s Korrelation (DE-588)4165343-9 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rebonato, Riccardo Volatility and correlation in the pricing of equity, FX and interest-rate options Korrelation (DE-588)4165343-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd Volatilität (DE-588)4268390-7 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4165343-9 (DE-588)4114528-8 (DE-588)4268390-7 (DE-588)4135346-8 (DE-588)4017195-4 |
| title | Volatility and correlation in the pricing of equity, FX and interest-rate options |
| title_auth | Volatility and correlation in the pricing of equity, FX and interest-rate options |
| title_exact_search | Volatility and correlation in the pricing of equity, FX and interest-rate options |
| title_full | Volatility and correlation in the pricing of equity, FX and interest-rate options Riccardo Rebonato |
| title_fullStr | Volatility and correlation in the pricing of equity, FX and interest-rate options Riccardo Rebonato |
| title_full_unstemmed | Volatility and correlation in the pricing of equity, FX and interest-rate options Riccardo Rebonato |
| title_short | Volatility and correlation in the pricing of equity, FX and interest-rate options |
| title_sort | volatility and correlation in the pricing of equity fx and interest rate options |
| topic | Korrelation (DE-588)4165343-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd Volatilität (DE-588)4268390-7 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Korrelation Mathematisches Modell Volatilität Optionspreistheorie Finanzmathematik |
| work_keys_str_mv | AT rebonatoriccardo volatilityandcorrelationinthepricingofequityfxandinterestrateoptions |