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Books by Rebonato, Riccardo

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4 books found
Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
Coherent Stress Testing: A Bayesian Approach to the Analysi…
By: Rebonato, Riccardo
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Volatility and Correlation: The Perfect Hedger and the Fox
Volatility and Correlation: The Perfect Hedger and the Fox
By: Rebonato, Riccardo
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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: Rebonato, Riccardo
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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: Rebonato, Riccardo
View Details