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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...показать большеRiccardo 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.показать меньше
Книги автора 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 Рейтинг: 3 из 5 звезд3/5Volatility and Correlation: The Perfect Hedger and the Fox Рейтинг: 4 из 5 звезд4/5Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Рейтинг: 4 из 5 звезд4/5Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress Рейтинг: 3 из 5 звезд3/5