Riccardo Rebonato

Author of Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently

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Works by Riccardo Rebonato

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Plight of the Fortune Tellers: Why We Need to Manage Financial Risk… 43 copies
Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) 33 copies, 1 review
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and… 12 copies
Interest-Rate Option Models: Understanding, Analysing and Using Models for… 10 copies
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex… 5 copies, 1 review
Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial… 1 copy

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