Beschreibung Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance Series). In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation - with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the 'perfect-replication' approach to derivatives pricing, with special attention given to exotic options; a thorough analysis of the role of quadratic variation in derivatives pricing and hedging; a discussion of the informational efficiency of markets in commonly-used calibration and hedging practices. Treatment of new models including Variance Gamma, displaced diffusion, stochastic volatility for interest-rate smiles and equity/FX options. The book is split into four parts. Part I deals with a Black world without smiles, sets out the author's 'philosophical' approach and covers deterministic volatility. Part II looks at smiles in equity and FX worlds. It begins with a review of relevant empirical information about smiles, and provides coverage of local-stochastic-volatility, general-stochastic-volatility, jump-diffusion and Variance-Gamma processes. Part II concludes with an important chapter that discusses if and to what extent one can dispense with an explicit specification of a model, and can directly prescribe the dynamics of the smile surface. Part III focusses on interest rates when the volatility is deterministic. Part IV extends this setting in order to account for smiles in a financially motivated and computationally tractable manner. In this final part the author deals with CEV processes, with diffusive stochastic volatility and with Markov-chain processes. Praise for the First Edition: "In this book, Dr Rebonato brings his penetrating eye to bear on option pricing and hedging.... The book is a must-read for those who already know the basics of options and are looking for an edge in applying the more sophisticated approaches that have recently been developed."--Professor Ian Cooper, London Business School "Volatility and correlation are at the very core of all option pricing and hedging. In this book, Riccardo Rebonato presents the subject in his characteristically elegant and simple fashion...A rare combination of intellectual insight and practical common sense."--Anthony Neuberger, London Business School
Volatility and Correlation: The Perfect Hedger and the Fox ~ In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation - with over 80% new or fully reworked material and is a must have both for practitioners and for students.
Volatility and Correlation: The Perfect Hedger and the Fox ~ In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility Correlation – with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the ‘perfect-replication’ approach .
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Volatility and Correlation: The Perfect Hedger and the Fox ~ In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical.
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Volatility and Correlation The Perfect Hedger and the Fox ~ Volatility and Correlation The Perfect Hedger and the Fox . Special Offers Bookmark Contact Sitemap. Home Log In Account Basket Checkout. Search: Go Advanced Search RSS. Home > Volatility and Correlation The Perfect Hedger and the Fox . US Dollar. Euro Pound Sterling US Dollar. English. English. Categories. INDICATORS,Tradecision; EA,MATLAB,NeoTicker; TUTORIALS; Forex Strategies,EBOOKS .
Volatility And Correlation: The Perfect Hedger And The Fox ~ .in - Buy Volatility and Correlation: The Perfect Hedger and the Fox (The Wiley Finance Series) book online at best prices in India on .in. Read Specifying the instantaneous volatility of forward rates How to Cite. Rebonato, R. (2004) Specifying the Instantaneous Volatility of Forward Rates, in Volatility and Correlation: The Perfect Hedger and the Fox, Second Volatility and .
Volatility and Correlation: The Perfect Hedger and the Fox ~ In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation -- with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the 'perfect--replication' approach to .
Volatility and Correlation: The Perfect Hedger and the Fox ~ In Volatility and Correlation 2 nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation.With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation with over 80% new or fully reworked material and is a must have both for practitioners and for students.
Volatility and Correlation: The Perfect Hedger and the Fox ~ In Volatility and Correlation 2 nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation.With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over 80% new or fully reworked material and is a must have both for practitioners and for students.
Volatility And Correlation The Perfect Hedger And The Fox ~ In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over 80% new or fully reworked material and is a must have both for practitioners and for students. ….
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Wiley Finance Series: Volatility and Correlation ebook ~ Inhaltsverzeichnis zu „Wiley Finance Series: Volatility and Correlation (eBook / PDF) “ Why a Second Edition. What This Book Is Not About. The New Sub-Title.I Foundations. 1 Theory and Practice of Option Modelling. 2 Option Replication. 3 The Building Blocks. 4 Variance and Mean Reversion in the Real and the Risk-Adjusted Worlds. 5 Instantaneous and Terminal Correlation.
Volatility and Correlation: The Perfect Hedger and the Fox ~ Volatility and correlation are at the very core of all option pricing and hedging. In this book, Riccardo Rebonato presents the subject in his characteristically elegant and simple fashion. He rightly emphasises the financial and economic assumptions which underpin the models, and gives salutary warnings against models which overfit the current structure of prices but which perform poorly in predicting future behaviour. A rare combination of intellectual insight and practical common sense.
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Suchergebnis auf für: Riccardo Rebonato ~ Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance Series) von Riccardo Rebonato / 3. August 2004 . 4,3 von 5 Sternen 12. Gebundenes Buch 126,47 € 126,47 € Lieferung bis Freitag, 28. Februar. Nur noch 1 auf Lager. Andere Angebote 64,75 € (10 gebrauchte und neue Artikel) Rebonato, R: Plight of the Fortune Tellers - Why We Need to. von Riccardo Rebonato / 23 .
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