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“Volatility and Correlation: The Perfect Hedger and the Fox” by Rebonato, Riccardo
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https://www.bookfinder.com/search/?author=Rebonato%2C+Riccardo&title=Volatility+and+Correlation%3A+The+Perfect+Hedger+and+the+Fox&lang=en&st=xl&ac=qr
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