Riccardo Rebonato
Auteur de Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
A propos de l'auteur
Riccardo Rebonato is Global Head of Market Risk Head of Quantitative Research and Head of Quantitative Sales for the Royal Bank of Scotland Group, and a Visiting Lecturer at Oxford University for the Mathematical Finance Diploma and MSc.
Œuvres de Riccardo Rebonato
Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently (1785) 67 exemplaires
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (2002) 23 exemplaires
Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (1996) 19 exemplaires
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives (2009) 12 exemplaires
Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (2010) 12 exemplaires
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- Sexe
- male
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Statistiques
- Œuvres
- 8
- Membres
- 183
- Popularité
- #118,259
- Évaluation
- 3.4
- Critiques
- 2
- ISBN
- 25