9780470091395 - volatility and correlation: the perfect hedger and the fox di rebonato, riccardo (27 risultati)
- Rilegato
Da: BooksRun, Philadelphia, PA, U.S.A.BooksRun
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 28,21
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: Very Good. 2. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
- Rilegato
Da: HPB-Red, Dallas, TX, U.S.A.HPB-Red
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 26,87
EUR 3,27 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
- Rilegato
Da: medimops, Berlin, Germaniamedimops
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 60,03
EUR 10,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
- Rilegato
Da: WorldofBooks, Goring-By-Sea, WS, Regno UnitoWorldofBooks
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 81,46
EUR 6,61 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 117,76
EUR 2,30 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
- Rilegato
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 113,91
EUR 6,06 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
hardcover. Condizione: New. In shrink wrap. Looks like an interesting title.
- Rilegato
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 118,87
EUR 10,02 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 15 disponibili
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Rilegato
Da: GoldBooks, Denver, CO, U.S.A.GoldBooks
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 124,95
EUR 4,80 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. New Copy. Customer Service Guaranteed.
- Rilegato
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 116,49
EUR 13,50 spedizioneSpedito da Italia a U.S.A.Quantità: Più di 20 disponibili
Condizione: new.
- Rilegato
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 120,13
EUR 14,14 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In.
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 118,86
EUR 17,71 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
- Rilegato
Da: online-buch-de, Dozwil, Svizzeraonline-buch-de
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 96,00
EUR 36,00 spedizioneSpedito da Svizzera a U.S.A.Quantità: 1 disponibili
Hardcover Aug 03, 2004. Condizione: gebraucht; wie neu.
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 135,99
EUR 2,30 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 131,70
EUR 17,71 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
- Rilegato
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 154,91
EUR 7,67 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 3 disponibili
Condizione: New. pp. xxv + 836 Illus.
- Rilegato
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 151,16
EUR 10,50 spedizioneSpedito da Irlanda a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. Num Pages: 864 pages, illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 250 x 176 x 54. Weight in Grams: 1576.…. 2004. 2nd Edition. Hardcover. . . . .
- Rilegato
Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 165,90
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. 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 and 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.
- Rilegato
Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 166,04
EUR 9,15 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. Num Pages: 864 pages, illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 250 x 176 x 54. Weight in Grams: 1576.…. 2004. 2nd Edition. Hardcover. . . . . Books ship from the US and Ireland.
- Rilegato
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 130,69
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Gebunden. Condizione: New. Riccardo 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.
- Rilegato
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 187,08
EUR 3,48 spedizioneSpedito in U.S.A.Quantità: 3 disponibili
Condizione: New. pp. xxv + 836.
- Rilegato
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 158,17
EUR 76,73 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. 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 and 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.
- Rilegato
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 163,27
EUR 68,23 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Buch. Condizione: Neu. Neuware - 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; In den letzten 10 Jahren sind Mathematikmodelle für Händler zum Alltag geworden. Seit der Einführung der Black & Scholes Formel haben anerkannte Akademiker und Fachleute in der Praxis eine Reihe von Modellen entwickelt, die der Schnellebigkeit in der internationalen Finanzwelt Rechnung tragen sollen. Sie haben versucht, das Modellverfahren soweit zu verfeinern, daß man es auf eine größere Anzahl von Optionsszenarios anwenden kann. Dieser Band erläutert den nächsten bedeutenden Schritt bei der Entwicklung eines Optionspreis-Modells: die Einbeziehung von Volatilität und Korrelation. Gemessen an den Neuentwicklungen bewertet der Autor bestehende Modelle, wobei er immer wieder auf seinen 10-jährigen Erfahrungsschatz zurückgreift. Darüber hinaus stellt er auch einige neue Originalansätze vor und erläutert anhand von Fallstudien die praktische Seite dieser äußerst komplexen Theorien. (10/99).
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 247,89
EUR 17,71 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 2nd edition. 836 pages. 9.75x7.00x2.00 inches. In Stock.
Altre immagini- Rilegato
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 198,35
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. Volatility and Correlation | The Perfect Hedger and the Fox | Riccardo Rebonato | Buch | Why a Second [.] This Book Is Not [.] 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 Wo…rlds.5 Instantaneous | Englisch | 2004 | Wiley | EAN 9780470091395 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu.
- Rilegato
- Prima edizione
Da: Books-by-Floh, Paderborn, GermaniaBooks-by-Floh
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 219,05
EUR 105,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Buch. Condizione: Neu. Neuware -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 8…0% 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 836 pp. Englisch.
- Rilegato
- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 129,47
EUR 43,68 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. 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 o…ver 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 authors 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 fashionA rare combination of intellectual insight and practical common sense.Anthony Neuberger, London Business School In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
- Rilegato
- Print on Demand
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 170,69
EUR 17,71 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 2nd edition. 836 pages. 9.75x7.00x2.00 inches. In Stock. This item is printed on demand.
