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Books by Riccardo Rebonato

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12 books found
Volatility and Correlation: The Perfect Hedger and the Fox
Volatility and Correlation: The Perfect Hedger and the Fox
By: Riccardo Rebonato
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Bond Pricing and Yield Curve Modeling: A Structural Approach
Bond Pricing and Yield Curve Modeling: A Structural Approach
By: Riccardo Rebonato
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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
Modern Pricing of Interest-Rate Derivatives: The LIBOR Mark…
By: Riccardo Rebonato
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Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)
Volatility and Correlation: In the Pricing of Equity, FX an…
By: Riccardo Rebonato
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The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
The SABR/LIBOR Market Model: Pricing, Calibration and Hedgi…
By: Riccardo Rebonato, Kenneth McKay, Richard White
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Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
Portfolio Management under Stress: A Bayesian-Net Approach …
By: Riccardo Rebonato, Alexander Denev
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Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
Coherent Stress Testing: A Bayesian Approach to the Analysi…
By: Riccardo Rebonato
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Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering)
Interest-Rate Option Models: Understanding, Analysing and U…
By: Riccardo Rebonato
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Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
Plight of the Fortune Tellers: Why We Need to Manage Financ…
By: Riccardo Rebonato
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Portfolio Management Under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
Portfolio Management Under Stress: A Bayesian-Net Approach …
By: Riccardo Rebonato, Alexander Denev
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Taking Liberties: A Critical Examination of Libertarian Paternalism
Taking Liberties: A Critical Examination of Libertarian Pat…
By: Riccardo Rebonato
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Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently (New in Paper)
Plight of the Fortune Tellers: Why We Need to Manage Financ…
By: Riccardo Rebonato
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