The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives
by Riccardo Rebonato,Kenneth McKay,Richard White
ISBN 13: 9780470740057
Format: Illustrated (304 pages) Publisher: Wiley Published: 06 Mar 2009
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Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
by Riccardo Rebonato,Alexander Denev
ISBN 13: 9781107048119
Format: Hardcover (518 pages) Publisher: Cambridge University Press Published: 09 Jan 2014