Riccardo Rebonato
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Boeken van Riccardo Rebonato
Riccardo Rebonato
Volatilaty and Correlation
Dit boek gaat over aandelenvermogen, FX en 'interest-rate option pricing'. Het combineert nauwgezette theorie met praktische kennis van markten en modellen.
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Riccardo Rebonato
Modern Pricing of Interest-Rate Derivatives
Presents the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. This book talks about the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables.
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Riccardo Rebonato
Plight of the Fortune Tellers
Argues that we must restore genuine decision-making to our financial planning. Presenting a financial model that uses probability, experimental psychology, and decision theory, this title challenges us to rethink the standard wisdom about risk management.
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Riccardo Rebonato
Bond Pricing and Yield Curve Modeling
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.
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