Rating: 4 out of 5 stars
4/5
Loading
RR![]()
author
Riccardo Rebonato
Riccardo Rebonato is Head of Group Market Risk and Head of the Quantitative Research Centre (QUARC) for the Royal Bank of Scotland Group. He is also a Visiting Lecturer at Oxford U...view moreRiccardo Rebonato is Head of Group Market Risk and Head of the Quantitative Research Centre (QUARC) for the Royal Bank of Scotland Group. He is also a Visiting Lecturer at Oxford University's Mathematical Institute, where he teaches for the MSC/Diploma in Mathematical Finance. His books include Interest-Rate Option Models and Volatility and Correlation in Option Pricing.view less
Books by Riccardo Rebonato
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently Rating: 3 out of 5 stars3/5Volatility and Correlation: The Perfect Hedger and the Fox Rating: 4 out of 5 stars4/5Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Rating: 4 out of 5 stars4/5Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress Rating: 3 out of 5 stars3/5