Rebonato, Riccardo

Volatility and correlation in the pricing of equity, FX and interest-rate options / by Riccardo Rebonato. - New Delhi: John Wiley, 1999. - 338p. - Wiley series in financial engineering .

0471899984


Options, finance, Mathematical models
Interest rate future, Mathematical models
Securities, Prices, Mathematical models

332.6323 / REB