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About this product
- DescriptionIn Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation.
- Author BiographyRiccardo Rebonato is Head of Group Market Risk for the Royal Bank of Scotland Group, and Head of The Royal Bank of Scotland Group Quantitative Research Centre. He is also a Visiting Lecturer at Oxford University for the Mathematical Finance Diploma and MSc. He holds Doctorates in Nuclear Engineering and Science of Materials/Solid State Physics. He sits on the Board of Directors of ISDA and on the Board of Trustees of GARP. Prior to joining the Royal Bank of Scotland, he was Head of Complex Derivatives Trading Europe and Head of Derivatives Research at Barclays Capital (BZW), where he worked for nine years. Before that he was a Research Fellow in Physics at Corpus Christi College, Oxford, UK. He is the author of three books, Modern Pricing of Interest-Rate Derivatives, Volatility and Correlation in Option Pricing and Interest-Rate Option Models. He has published several papers on finance in academic journals, and is on the editorial board of several journals. He is a regular speaker at conferences worldwide.
- Author(s)Riccardo Rebonato
- PublisherJohn Wiley and Sons Ltd
- Date of Publication03/08/2004
- GenreFinance & Accounting
- Series TitleThe Wiley Finance Series
- Place of PublicationChichester
- Country of PublicationUnited Kingdom
- ImprintJohn Wiley & Sons Ltd
- Weight1570 g
- Width181 mm
- Height251 mm
- Spine51 mm
- Edition Statement2nd Edition
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