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Volatility and Correlation: The Perfect Hedger and the Fox by Riccardo Rebonato
- Item No : 157187357282
- Condition : Brand New
- Brand : No brand Info
- Seller : the_nile
- Current Bid : US $141.09
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* Item Description
- The book is split into four sections. Part II deals with smiles in the equity and FX worlds. Part II concludes with an important chapter that discusses if and to what extent one can dispense with an explicit specification of a process-based model, and can directly prescribe the dynamics of the smile surface.
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