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A Robust and Interpretable Liq...
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Rebonato, Riccardo
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Interest rate option models : understanding, analysing and using models for exotic interest rate options
Rebonato, Riccardo
-
1996
Persistent link: https://www.econbiz.de/10004304338
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2
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/10004351787
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3
Plight of the fortune tellers : why we need to manage financial risk differently
Rebonato, Riccardo
-
2007
Persistent link: https://www.econbiz.de/10004899162
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4
Volatility and correlation : in the pricing of equity, FX and interest rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10004599959
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5
Coherent stress testing : a Bayesian approach to the analysis of financial stress
Rebonato, Riccardo
-
2010
Persistent link: https://www.econbiz.de/10004960035
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6
Modern pricing of interest rate derivatives : the LIBOR market model and beyond
Rebonato, Riccardo
-
2002
Persistent link: https://www.econbiz.de/10004663055
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7
Volatility and correlation : The perfect hedger and the fox
Rebonato, Riccardo
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10004797361
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8
The SABR/LIBOR market model : pricing, calibrating and hedging for complex interest-rate derivatives
Rebonato, Riccardo
;
McKay, Kenneth
;
White, Richard
-
2009
Persistent link: https://www.econbiz.de/10004931607
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