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Rebonato, Riccardo
Libros de: Rebonato, Riccardo
Mostrando 7 libros encontrados. (1 páginas).
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How to Think About Climate Change "Insights from Economics for the Perplexed but Open-Minded Citizen"
Rebonato, Riccardo
Cambridge University Press (2025)
- EAN: 9781009405003
- Páginas: 340
- Fecha de edición: 2025
pvp.44,95 €
Sin Stock. Posibilidad entre 11 y 20 dias
Caught in the crossfire between climate deniers and catastrophists, the intelligent layperson is understandably bewildered when faced with the complexity of climate change. How To Think About Climate Change shows that economics provides not just ...
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Portfolio Management Under Stress "A Bayesian-Net Approach to Coherent Asset Allocation"
Denev, Alexander Rebonato, Riccardo
Cambridge University Press (2014)
- EAN: 9781107048119
- Páginas: 456
- Fecha de edición: 2014
pvp.51,40 €
En stock
Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more generally, when an investor believes that a ...
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Plight Of The Fortune Tellers "Why We Need To Manage Financial Risk Differently"
Why We Need To Manage Financial Risk DifferentlyRebonato, Riccardo
Princeton University Press (2010)
- EAN: 9780691148175
- Páginas: 304
- Fecha de edición: 2010
pvp.23,20 €
Sin Stock. Posibilidad entre 11 y 20 dias
Today's top financial professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But this excessive reliance on quantitative precision is misleading--and puts everyone at risk. ...
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Coherent Stress Testing "A Bayesian Approach To The Analysis Of Financial Stress"
A Bayesian Approach To The Analysis Of Financial StressRebonato, Riccardo
Wiley & Sons Ltd. (2010)
- EAN: 9780470666012
- Páginas: 238
- Fecha de edición: 2010
pvp.65,50 €
Sin Stock. Posibilidad entre 11 y 20 dias
In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research ...
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The Sabr/Libor Market Model "Pricing, Calibration And Hedging For Complex Interest Rate Deriv"
Pricing, Calibration And Hedging For Complex Interest Rate DerivMckay, Kenneth Rebonato, Riccardo White, Robert
Wiley & Sons Ltd. (2009)
- EAN: 9780470740057
- Páginas: 296
- Fecha de edición: 2009
pvp.94,65 €
Sin Stock. Posibilidad entre 11 y 20 dias
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) ...
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Plight Of The Fortune Tellers: Why We Need To Manage Financial Risk Differently
Rebonato, Riccardo
Princeton University Press (2007)
- EAN: 9780691133614
- Páginas: 304
- Fecha de edición: 2007
pvp.36,35 €
Sin Stock. Posibilidad entre 11 y 20 dias
Today's top financial-risk professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But this excessive reliance on quantitative precision is misleading--and it puts us all ...
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Volatility And Correlation.
Rebonato, Riccardo
Wiley & Sons Ltd. (2004)
- EAN: 9780470091395
- Páginas: 836
- Fecha de edición: 2004
pvp.127,40 €
Sin Stock. Posibilidad entre 11 y 20 dias
The new and updated material includes a critical examination of the 'perfect-replication approach to derivatives pricing, with special attention given to exotic options; a thorough analysis of the role of quadratic variation in derivatives pricing ...
