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A Bayesian approach to stress testing and scenario analysis
Rebonato, Riccardo - In: Journal of investment management : JOIM 8 (2010) 3, pp. 80-92
Persistent link: https://www.econbiz.de/10009910834
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Investors at a crossroads : implications for risk management, trading and the real economy
Rebonato, Riccardo - In: Journal of risk management in financial institutions 2 (2008/09) 1, pp. 26-35
Persistent link: https://www.econbiz.de/10009883623
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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/10009883663
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BOOK REVIEWS - Modern Pricing of Interest Rate Derivatives: The LIBOR Market Model and Beyond
Rebonato, Riccardo; Das, Sanjiv R. - In: Journal of economic literature 42 (2004) 2, pp. 528
Persistent link: https://www.econbiz.de/10006816140
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Coupling backward induction with Monte Carlo simulations: A fast Fourier transform (FFT) approach
Rebonato, Riccardo; Cooper, Ian - In: Applied mathematical finance 5 (1998) 2, pp. 131
Persistent link: https://www.econbiz.de/10008218760
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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/10008219543
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Coherent asset allocation and diversification in the presence of stress events
Rebonato, Riccardo; Denev, Alexander - In: Journal of investment management : JOIM 10 (2012) 4, pp. 19-53
Persistent link: https://www.econbiz.de/10010097128
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Book review - The trader, his wife and the risk manager - Plight of the Fortune Tellers.
Rebonato, Riccardo; Dunbar, Nicholas - In: Risk : managing risk in the world's financial markets 20 (2007) 12, pp. 104-105
Persistent link: https://www.econbiz.de/10007905521
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Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options
Rebonato, Riccardo; Coakley, Jerry - In: The economic journal : the journal of the Royal … 108 (1998) 448, pp. 889-890
Persistent link: https://www.econbiz.de/10007535973