Riccardo Rebonato – författare

Volatility and Correlation

The Perfect Hedger and the Fox

Coherent Stress Testing

A Bayesian Approach to the Analysis of Financial Stress

SABR/LIBOR Market Model

Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

Modern Pricing of Interest-Rate Derivatives

The LIBOR Market Model and Beyond

Plight of the Fortune Tellers

Why We Need to Manage Financial Risk Differently

How To Think About Climate Change

Insights from Economics for the Perplexed but Open-minded Citizen

How To Think About Climate Change

Insights from Economics for the Perplexed but Open-minded Citizen

Climate Scenarios for Financial Modelling

Climate Scenarios for Financial Modelling

Portfolio Management under Stress

A Bayesian-Net Approach to Coherent Asset Allocation