Rebonato, Riccardo
概要
| 作品: | 3 作品在 3 項出版品 1 種語言 | |
|---|---|---|
書目資訊
Coherent stress testing : a Bayesian approach to the analysis of financial stress
by:
Rebonato, Riccardo
(書目-語言資料,印刷品)
The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives
by:
Rebonato, Riccardo; McKay, Kenneth; White, Richard
(書目-語言資料,印刷品)
Volatility and correlation in the pricing of equity, FX, and interest-rate options
by:
Rebonato, Riccardo
(書目-語言資料,印刷品)
主題
Options (Finance) - Mathematical models.
Interest rate futures - Mathematical models.
LIBOR market model.
Bayesian statistical decision theory.
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Risk management.
Hedging (Finance) - Mathematical models.
Interest rate futures.
Probabilities.
Securities - Prices - Mathematical models.
Derivative securities - Accounting.
Options (Finance) - Prices - Mathematical models.