{"product_id":"volatility-and-correlation-in-the-pricing-of-equity-fx-and-interestrate-options-wiley-series-in-financial-engineering","title":"Volatility and Correlation: In the Pricing of Equity  FX and Interest-Rate Options (Wiley Series in Financial Engineering)","description":"\u003cp\u003eIn his new book  Riccardo Rebonato introduces financial professionals to the practical and subtle use of the concepts of volatility (the degree of randomness in a price movement) and correlation (the relationship between the changes in value of two financial assets) in the pricing of complex options.  By explaining this approach in clear and accessible terms  the author provides traders  risk managers  financial professionals and students with the tools to undertake an effective investigation of option pricing models both at the qualitative and quantitative level.  Dr Riccardo Rebonato is Head of Group Market Risk for the NatWest Group  London  UK. He holds Doctorates in Nuclear Engineering and Science of Materials\/Solid State Physics. He has recently been appointed Lecturer in Mathematical Finance at Oxford University.  Prior to joining NatWest  he was  at the same time  Head of the Complex Derivatives Trading desk and of the Complex Derivatives Research Group at Barclays Capital  where he worked for nine years. Before that he was a Research Fellow in Physics at Corpus Christi College  Oxford  He is the author of the highly successful book Interest-Rate Option Models (Wiley  second edition 1998) and has published several papers on finance in academic journals. He is a regular speaker at conferences world-wide.\u003c\/p\u003e","brand":"My Store","offers":[{"title":"Default Title","offer_id":44959054725173,"sku":"ByrdShop_0471899984","price":263.56,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0627\/8139\/0901\/files\/9780471899983.jpg?v=1770372670","url":"https:\/\/atxbooks.com\/products\/volatility-and-correlation-in-the-pricing-of-equity-fx-and-interestrate-options-wiley-series-in-financial-engineering","provider":"ATX Books","version":"1.0","type":"link"}