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

Author: Riccardo Rebonato
Publisher: Chichester, England ; New York : John Wiley, 1999.
Series: Wiley series in financial engineering.
Edition/Format:   eBook : Document : EnglishView all editions and formats
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Rebonato, Riccardo.
Volatility and correlation in the pricing of equity, FX, and interest-rate options.
Chichester, England ; New York : John Wiley, 1999
(DLC) 99035173
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Riccardo Rebonato
ISBN: 0470842784 9780470842782
OCLC Number: 49851639
Description: 1 online resource (xvii, 338 pages) : illustrations.
Series Title: Wiley series in financial engineering.
Responsibility: Riccardo Rebonato.

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