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

Rebonato, Riccardo

Volatility and correlation in the pricing of equity, FX and interest-rate options - Chichester : Wiley, 1999 - 338


OPTIONS (FINANCE)--MATHEMATICAL MODELS
INTEREST RATE FUTURES--MATHEMATICAL MODELS
SECURITIES--PRICES--MATHEMATICAL MODELS

HG6024 .A3 / R426V

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