Volatility and correlation: the perfect hedger and the fox
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, England
J. Wiley
©2004
|
| Edition: | 2nd ed |
| Subjects: | |
| Online Access: | FRO01 UBG01 Volltext |
| Item Description: | Revised edition of: Volatility and correlation in the pricing of equity. 1999 Includes bibliographical references (pages 805-812) and index 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 |
| Physical Description: | 1 Online-Ressource (xxv, 836 pages) |
| ISBN: | 0470091401 9780470091401 9781118673539 1118673530 9780470842782 |
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| dewey-sort | 3332.6323 |
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| discipline | Wirtschaftswissenschaften |
| edition | 2nd ed |
| format | Electronic eBook |
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| indexdate | 2024-07-10T07:24:42Z |
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| spelling | Rebonato, Riccardo Verfasser aut Volatility and correlation the perfect hedger and the fox Riccardo Rebonato 2nd ed Chichester, West Sussex, England J. Wiley ©2004 1 Online-Ressource (xxv, 836 pages) txt rdacontent c rdamedia cr rdacarrier Revised edition of: Volatility and correlation in the pricing of equity. 1999 Includes bibliographical references (pages 805-812) and index 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 Interest rate futures Mathematical models Options (Finance) Prices Securities Options (Finances) / Modèles mathématiques Marchés à terme de taux d'intérêt / Modèles mathématiques Valeurs mobilières / Prix / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Interest rate futures / Mathematical models fast Options (Finance) / Mathematical models fast Securities / Prices / Mathematical models fast Korrelation swd Mathematisches Modell swd Optionspreistheorie swd Volatilität swd Mathematisches Modell Wirtschaft Options (Finance) / Mathematical models Interest rate futures / Mathematical models Securities / Prices / Mathematical models Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Korrelation (DE-588)4165343-9 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf 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 Rebonato, Riccardo Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 0-470-09139-8 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-09139-5 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673539 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rebonato, Riccardo Volatility and correlation the perfect hedger and the fox Interest rate futures Mathematical models Options (Finance) Prices Securities Options (Finances) / Modèles mathématiques Marchés à terme de taux d'intérêt / Modèles mathématiques Valeurs mobilières / Prix / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Interest rate futures / Mathematical models fast Options (Finance) / Mathematical models fast Securities / Prices / Mathematical models fast Korrelation swd Mathematisches Modell swd Optionspreistheorie swd Volatilität swd Mathematisches Modell Wirtschaft Options (Finance) / Mathematical models Interest rate futures / Mathematical models Securities / Prices / Mathematical models Optionspreistheorie (DE-588)4135346-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd Korrelation (DE-588)4165343-9 gnd Volatilität (DE-588)4268390-7 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4114528-8 (DE-588)4165343-9 (DE-588)4268390-7 |
| title | Volatility and correlation the perfect hedger and the fox |
| title_auth | Volatility and correlation the perfect hedger and the fox |
| title_exact_search | Volatility and correlation the perfect hedger and the fox |
| title_full | Volatility and correlation the perfect hedger and the fox Riccardo Rebonato |
| title_fullStr | Volatility and correlation the perfect hedger and the fox Riccardo Rebonato |
| title_full_unstemmed | Volatility and correlation the perfect hedger and the fox Riccardo Rebonato |
| title_short | Volatility and correlation |
| title_sort | volatility and correlation the perfect hedger and the fox |
| title_sub | the perfect hedger and the fox |
| topic | Interest rate futures Mathematical models Options (Finance) Prices Securities Options (Finances) / Modèles mathématiques Marchés à terme de taux d'intérêt / Modèles mathématiques Valeurs mobilières / Prix / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Interest rate futures / Mathematical models fast Options (Finance) / Mathematical models fast Securities / Prices / Mathematical models fast Korrelation swd Mathematisches Modell swd Optionspreistheorie swd Volatilität swd Mathematisches Modell Wirtschaft Options (Finance) / Mathematical models Interest rate futures / Mathematical models Securities / Prices / Mathematical models Optionspreistheorie (DE-588)4135346-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd Korrelation (DE-588)4165343-9 gnd Volatilität (DE-588)4268390-7 gnd |
| topic_facet | Interest rate futures Mathematical models Options (Finance) Prices Securities Options (Finances) / Modèles mathématiques Marchés à terme de taux d'intérêt / Modèles mathématiques Valeurs mobilières / Prix / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / Bonds Interest rate futures / Mathematical models Options (Finance) / Mathematical models Securities / Prices / Mathematical models Korrelation Mathematisches Modell Optionspreistheorie Volatilität Wirtschaft |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673539 |
| work_keys_str_mv | AT rebonatoriccardo volatilityandcorrelationtheperfecthedgerandthefox |