Rebonato, Riccardo
[NT 60487] Overview
| [NT 60478] Works: | 3 [NT 60520] works in 3 [NT 60521] publications in 1 [NT 60522] languages | |
|---|---|---|
[NT 60480] Titles
Coherent stress testing : a Bayesian approach to the analysis of financial stress
[NT 59711] by:
Rebonato, Riccardo
([NT 1579] Language materials, printed)
The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives
[NT 59711] by:
Rebonato, Riccardo; McKay, Kenneth; White, Richard
([NT 1579] Language materials, printed)
Volatility and correlation in the pricing of equity, FX, and interest-rate options
[NT 59711] by:
Rebonato, Riccardo
([NT 1579] Language materials, printed)
[NT 60479] Subjects
Options (Finance) - Mathematical models.
Interest rate futures - Mathematical models.
LIBOR market model.
Bayesian statistical decision theory.
658.1550151
332.6323
Risk management.
Hedging (Finance) - Mathematical models.
Interest rate futures.
Probabilities.
Securities - Prices - Mathematical models.
Derivative securities - Accounting.
Options (Finance) - Prices - Mathematical models.