10 Books Similar to “Volatility and Correlation: The Perfect Asset Diversification” by Sean J. Haugh
Volatility and Correlation: The Perfect Asset Diversification
by Sean J. Haugh (2004)
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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