Все книги автора Riccardo Rebonato
Найдено 2 книг
The SABR/LIBOR Market Model
The SABR/LIBOR Market Model
This book presents a major innovation in the interest rate space. It explains a financially motivate...
Coherent Stress Testing. A Bayesian Approach to the Analysis of Financ...
Coherent Stress Testing. A Bayesian Approach to the Analysis of Financial Stress
In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a ground...