Riccardo Rebonato
Autor von Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
Über den Autor
Riccardo Rebonato is Global Head of Market Risk Head of Quantitative Research and Head of Quantitative Sales for the Royal Bank of Scotland Group, and a Visiting Lecturer at Oxford University for the Mathematical Finance Diploma and MSc.
Werke von Riccardo Rebonato
Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (1996) 19 Exemplare
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives (2009) 12 Exemplare
Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (2010) 12 Exemplare
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