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Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
by Riccardo Rebonato
from Wiley
Customer Reviews:
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Avg. Customer Rating: 4.0 / 5.0 
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Amazing book
This is an extra-ordinary book by one of the best in the field. Very unique perspective on theory and practice of pricing and hedging. Wish it was bit less verbose though.
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Excellent 
There are many books on financial modeling currently available and each has a different approach to presenting the subject matter. Some endeavor to present rigorous mathematical formalism and real-world practical examples are kept to a minimum or are completely absent. Others, and there are many of these, only sketch the mathematical details and present many (usually trivial) examples using software tools such as EXCEL or SAS. Then there are those books that attempt to explain in detail the intuition and... more info
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Very good but missing little things here and there 
Although the author warns the reader in the Preface, that because he ran out of pages (come on it is more than 800!) he omited dealing with Copulas, it is still a pitty that a book about correlation does not present at least a small chapter on this new (state-of-the-art) area.
Everything else is very good, solid material with a good balance between maths surrounding the topic, explanations and worked out examples.
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very informative and reader friendly
for the first time I really understood risk neutral probability, explanations are excellent. unfortunately I am only read about 10 chapters int he book, should spend more time with it.
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