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Riccardo Rebonato | lit.salon

Author

Riccardo Rebonato

14 works

1996–2023 across 14 dated works

No biography is available yet.

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Interest-rate option models: understanding, analysing and using models for exotic interest-rate options1996
Volatility and correlation in the pricing of equity, FX, and interest-rate options1999
Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)1999
Modern pricing of interest-rate derivatives: the LIBOR market model and beyond2002

Books

14 works

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Coherent stress testing: a Bayesian approach2010
7 editions
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The SABR/LIBOR market model: pricing, calibration and hedging for complex interest-rate derivatives2009
6 editions
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Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently2007
4 editions
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Bond Pricing and Yield Curve Modeling A Structural Approach2017
3 editions
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Volatility and Correlation the Perfect Hedger and the Fox2005
3 editions
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Modern pricing of interest-rate derivatives: the LIBOR market model and beyond2002
3 editions
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Interest-rate option models: understanding, analysing and using models for exotic interest-rate options1996
2 editions
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Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)1999
2 editions
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Taking liberties a critical examination of Libertarian paternalism2012
1 edition
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Volatility and correlation in the pricing of equity, FX, and interest-rate options1999
1 edition
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How to Think about Climate Change Insights from Economics for the Perplexed but Open-Minded Citizen2023
3 editions
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Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation2014
1 edition
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Plight of the Fortune Tellers - Why We Need to Manage Financial Risk Differently2010
1 edition
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Portfolio Management under Stress A Bayesian-Net Approach to Coherent Asset Allocation2013
With Alexander Denev
1 edition
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