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Rebonato, Riccardo
Libros de: Rebonato, Riccardo
Mostrando 6 libros encontrados. (1 páginas).
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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 €
Disponible 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 €
Disponible 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 €
Disponible 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 €
Disponible 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 €
Disponible 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 ...
