Volatility and Correlation: The Perfect Hedger and the Fox
Volatility and Correlation: The Perfect Hedger and the Fox
2nd Edition
Riccardo Rebonato · 2004 · John Wiley & Sons
This book provides an advanced treatment of volatility modeling, smile dynamics, and correlation structures essential for derivatives pricing and hedging. It is a critical resource for finance professionals seeking to deepen their understanding of these complex topics.
- Quantitative finance
- Derivatives
- Risk management
- Market microstructure