In his new book, Riccardo Rebonato introduces financial professionals to the practical and subtle use of the concepts of volatility (the degree of randomness in a price movement) and correlation (the relationship between the changes in value of two financial assets) in the pricing of complex options. By explaining this approach in clear and accessible terms, the author provides traders, risk managers, financial professionals and students with the tools to undertake an effective investigation of option pricing models both ...
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In his new book, Riccardo Rebonato introduces financial professionals to the practical and subtle use of the concepts of volatility (the degree of randomness in a price movement) and correlation (the relationship between the changes in value of two financial assets) in the pricing of complex options. By explaining this approach in clear and accessible terms, the author provides traders, risk managers, financial professionals and students with the tools to undertake an effective investigation of option pricing models both at the qualitative and quantitative level. Dr Riccardo Rebonato is Head of Group Market Risk for the NatWest Group, London, UK. He holds Doctorates in Nuclear Engineering and Science of Materials/Solid State Physics. He has recently been appointed Lecturer in Mathematical Finance at Oxford University. Prior to joining NatWest, he was, at the same time, Head of the Complex Derivatives Trading desk and of the Complex Derivatives Research Group at Barclays Capital, where he worked for nine years. Before that he was a Research Fellow in Physics at Corpus Christi College, Oxford He is the author of the highly successful book Interest-Rate Option Models (Wiley, second edition 1998) and has published several papers on finance in academic journals. He is a regular speaker at conferences world-wide.
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Add this copy of Volatility and Correlation: in the Pricing of Equity, to cart. £14.40, very good condition, Sold by ZBK Books rated 5.0 out of 5 stars, ships from Woodland Park, NJ, UNITED STATES, published 1999 by Wiley.
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Fast &-Very good condition with a clean sturdy cover and crisp pages. Gently used with only minor shelf wear. May include a few subtle marks but overall a well-maintained copy ready to enjoy. Supplemental items like CDs or access codes may not be included.
Add this copy of Volatility and Correlation: in the Pricing of Equity, to cart. £18.45, very good condition, Sold by Solr Books rated 5.0 out of 5 stars, ships from Lincolnwood, IL, UNITED STATES, published 1999 by Wiley.
Add this copy of Volatility and Correlation: in the Pricing of Equity, to cart. £24.82, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1999 by John Wiley & Sons.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 700grams, ISBN: 0471899984.
Add this copy of Volatility and Correlation: in the Pricing of Equity, to cart. £40.89, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1999 by Wiley.
Add this copy of Volatility and Correlation: in the Pricing of Equity, to cart. £52.96, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 1999 by Wiley.
Add this copy of Volatility and Correlation: in the Pricing of Equity, to cart. £89.91, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1999 by Wiley.
