Volatility and correlation in the pricing of equity, FX, and interest-rate options / Riccardo Rebonato. (Wiley series in financial engineering)

Volatility and correlation in the pricing of equity, FX, and interest-rate options / Riccardo Rebonato.

(Wiley series in financial engineering)

Call No. (NDL): DF161-B10
Bibliographic ID of National Diet Library: 000007291074

Material type: 図書

Author: Rebonato, Riccardo

Publisher: John Wiley

Publication date: 1999.

Material Format: Paper

Capacity, size, etc.: xvii, 338 p. : ill. ; 24 cm.

NDC: -

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Notes on use

Note (General)：: Related URL: Publisher description http: //www.loc.gov/catdir/description/wiley031/99035173.html.Related URL: Table of Contents http: //www.loc.gov/ca...

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Paper

Material Type: 図書
ISBN: 0471899984 (alk. paper)
Title: Volatility and correlation in the pricing of equity, FX, and interest-rate options / Riccardo Rebonato.
Series Title: Wiley series in financial engineering
Author Heading: Rebonato, Riccardo ( 01178855 )Authorities
Publication, Distribution, etc.: Chichester, England : John Wiley
New York : John Wiley
Publication Date: 1999.
Publication Date (W3CDTF): 1999
Extent: xvii, 338 p. : ill. ; 24 cm.
Alternative Title: Volatility and correlation
Place of Publication (Country Code): GB
Text Language Code: eng
Subject Heading: Options (Finance) -- Mathematical models.
Interest rate futures -- Mathematical models.
Securities -- Prices -- Mathematical models.
LCC: HG6024.A3
DDC: 332.63/23
NDLC: DF161
Note (General): Related URL: Publisher description http: //www.loc.gov/catdir/description/wiley031/99035173.html.
Related URL: Table of Contents http: //www.loc.gov/catdir/toc/onix01/99035173.html.
Note (Bibliography): Includes bibliographical references (p. [329]-332) and index.
Holding library: 国立国会図書館
Call No.: DF161-B10
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000007291074
http://id.ndl.go.jp/bib/000007291074
LC Control Number: 99035173
https://lccn.loc.gov/99035173
RLIN No.: DCLC9935173-B
Cataloging Rule: Anglo-American Cataloging Rules
Bibliographic Record Category (NDL): 211