Riccardo Rebonato – författare
Visar alla böcker från författaren Riccardo Rebonato. Handla med fri frakt och snabb leverans.
24 produkter
Volatility and Correlation
The Perfect Hedger and the Fox
Inbunden, 2004
1557 kr
Lägg i varukorg
In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over …
Volatility and Correlation
The Perfect Hedger and the Fox
E-bok, 2005
1846 kr
Lägg i varukorg
In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox , Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over …
Coherent Stress Testing
A Bayesian Approach to the Analysis of Financial Stress
Inbunden, 2010
735 kr
Lägg i varukorg
In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and presentations in the area, the book fills a gap …
Coherent Stress Testing
A Bayesian Approach to the Analysis of Financial Stress
E-bok, 2010
856 kr
Lägg i varukorg
In Coherent Stress Testing: A Bayesian Approach , industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author''s extensive work, research and presentations in the area, the book fills a gap …
SABR/LIBOR Market Model
Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Av Riccardo Rebonato, Kenneth McKay m. fl.
Inbunden, 2009
1014 kr
Lägg i varukorg
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model. …
SABR/LIBOR Market Model
Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Av Richard White, Kenneth McKay m. fl.
E-bok, 2010
1192 kr
Lägg i varukorg
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model. …
Coherent Stress Testing
A Bayesian Approach to the Analysis of Financial Stress
E-bok, 2010
856 kr
Lägg i varukorg
In Coherent Stress Testing: A Bayesian Approach , industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author''s extensive work, research and presentations in the area, the book fills a gap …
Plight of the Fortune Tellers
Why We Need to Manage Financial Risk Differently
Häftad, 2010
272 kr
Lägg i varukorg
Today's top financial professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But this excessive reliance on quantitative precision is misleading--and puts everyone at risk. In Plight of the Fortune Tellers, Riccardo Rebonato …
How To Think About Climate Change
Insights from Economics for the Perplexed but Open-minded Citizen
E-bok, 2024
367 kr
Lägg i varukorg
How To Think About Climate Change
Insights from Economics for the Perplexed but Open-minded Citizen
Inbunden, 2024
771 kr
Lägg i varukorg
Caught in the crossfire between climate deniers and catastrophists, the intelligent layperson is understandably bewildered when faced with the complexity of climate change. How To Think About Climate Change shows that economics provides not just a suitable, but an indispensable perspective to …
How To Think About Climate Change
Insights from Economics for the Perplexed but Open-minded Citizen
Häftad, 2025
390 kr
Lägg i varukorg
Caught in the crossfire between climate deniers and catastrophists, the intelligent layperson is understandably bewildered when faced with the complexity of climate change. How To Think About Climate Change shows that economics provides not just a suitable, but an indispensable perspective to …
How To Think About Climate Change
Insights from Economics for the Perplexed but Open-minded Citizen
E-bok, 2024
375 kr
Lägg i varukorg
Climate Scenarios for Financial Modelling
Inbunden, 2026
791 kr
Kommande
This Element explains the architecture of current climate scenarios and discusses whether it is well-suited to the needs of financial analysts and investment professionals. The author argues that prevailing models underrepresent the uncertainty surrounding climate outcomes. He shows that current …
Climate Scenarios for Financial Modelling
Häftad, 2026
282 kr
Kommande
This Element explains the architecture of current climate scenarios and discusses whether it is well-suited to the needs of financial analysts and investment professionals. The author argues that prevailing models underrepresent the uncertainty surrounding climate outcomes. He shows that current …
Portfolio Management under Stress
A Bayesian-Net Approach to Coherent Asset Allocation
Av Riccardo Rebonato, Alexander Denev
Inbunden, 2014
1190 kr
Lägg i varukorg
Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more generally, when an investor believes that a particular scenario (such as the break-up of the Euro) …
Bond Pricing and Yield Curve Modeling
A Structural Approach
Inbunden, 2018
1341 kr
Lägg i varukorg
In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents and critically discusses the wealth of empirical findings that have appeared in the …
Portfolio Management under Stress
A Bayesian-Net Approach to Coherent Asset Allocation
Av Alexander Denev, Riccardo Rebonato
E-bok, 2014
1175 kr
Lägg i varukorg
Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more generally, when an investor believes that a particular scenario (such as the break-up of the Euro) …
Portfolio Management under Stress
A Bayesian-Net Approach to Coherent Asset Allocation
Av Alexander Denev, Riccardo Rebonato
E-bok, 2014
1175 kr
Lägg i varukorg
Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more generally, when an investor believes that a particular scenario (such as the break-up of the Euro) …
SABR/LIBOR Market Model
Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Av Richard White, Kenneth McKay m. fl.
E-bok, 2011
1166 kr
Lägg i varukorg
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model. …
Bond Pricing and Yield Curve Modeling
A Structural Approach
E-bok, 2018
1326 kr
Lägg i varukorg
In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents and critically discusses the wealth of empirical findings that have appeared in the …
Bond Pricing and Yield Curve Modeling
A Structural Approach
E-bok, 2018
1326 kr
Lägg i varukorg
In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents and critically discusses the wealth of empirical findings that have appeared in the …
Modern Pricing of Interest-Rate Derivatives
The LIBOR Market Model and Beyond
E-bok, 2012
2511 kr
Lägg i varukorg
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners'' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little …
Plight of the Fortune Tellers
Why We Need to Manage Financial Risk Differently
E-bok, 2010
360 kr
Lägg i varukorg
Today''s top financial professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But this excessive reliance on quantitative precision is misleading--and puts everyone at risk. In Plight of the Fortune Tellers , Riccardo Rebonato …
Modern Pricing of Interest-Rate Derivatives
The LIBOR Market Model and Beyond
Inbunden, 2002
1543 kr
Tillfälligt slut
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little …
