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The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives by Riccardo Rebonato,Kenneth McKay,Richard White

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 Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation by Riccardo Rebonato,Alexander Denev

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

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