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Rebonato, Riccardo
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ECONIS (ZBW)
OLC EcoSci
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Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
2
On the simultaneous calibration of multifactor lognormal interest rate models to Black volatilities and to the correlation matrix
Rebonato, Riccardo
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 5-27
Persistent link: https://www.econbiz.de/10001517294
Saved in:
3
A class of arbitrage-free log-normal-short-rate two-factor models
Rebonato, Riccardo
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 223-236
Persistent link: https://www.econbiz.de/10001238758
Saved in:
4
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
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5
On the pricing implications of the joint lognormal assumption for the swaption and cap markets
Rebonato, Riccardo
- In:
The journal of computational finance
2
(
1999
)
3
,
pp. 57-76
Persistent link: https://www.econbiz.de/10001638598
Saved in:
6
Volatility and correlation : the perfect hedger and the fox
Rebonato, Riccardo
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10001932788
Saved in:
7
Which process gives rise to the observed dependence of swaption implied volatility on the underlying?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 419-442
Persistent link: https://www.econbiz.de/10001779831
Saved in:
8
Interest-rate option models : understanding, analysing and using models for exotic interest-rate options
Rebonato, Riccardo
-
1998
-
2. ed.
Persistent link: https://www.econbiz.de/10013491195
Saved in:
9
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
10
Post-crisis financial risk management : some suggestions
Rebonato, Riccardo
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
2
,
pp. 148-155
Persistent link: https://www.econbiz.de/10003963533
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