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Книги автора «Riccardo Rebonato»

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Coherent Stress Testing. A Bayesian Approach to the Analysis of Financial Stress

Coherent Stress Testing. A Bayesian Approach to the Analysis of Financial Stress (Riccardo Rebonato)

The SABR/LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

The SABR/LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives (Wiley,Richard White,Riccardo Rebonato,Kenneth McKay)