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4 matches for "Riccardo Rebonato"

Volatility and Correlation: The Perfect Hedger and the Fox, 2nd Edition (0470091398) cover image
Volatility and Correlation: The Perfect Hedger and the Fox, 2nd Edition
by Riccardo Rebonato
September 2004, Hardcover
Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (0470666013) cover image
Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
by Riccardo Rebonato
July 2010, Hardcover
Risk Management and Analysis, Volume 2, New Markets and Products (0471979597) cover image
Risk Management and Analysis, Volume 2, New Markets and Products
by Carol Alexander (Editor)
January 1999, Hardcover
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives (0470740051) cover image
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
by Riccardo Rebonato, Kenneth McKay, Richard White
April 2009, Hardcover