Christmas Inspiration

Showing results by Riccardo Rebonato

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  • Portfolio Management under Stress
    Portfolio Management under Stress (English, Hardback) Riccardo Rebonato, Alexander Denev

    A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.

    $75.52
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  • Modern Pricing of Interest-Rate Derivatives
    Modern Pricing of Interest-Rate Derivatives (English, Hardback) Riccardo Rebonato

    Presents the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. This book talks about the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables.

    $163.99
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  • Taking Liberties
    Taking Liberties (English, Hardback) Riccardo Rebonato

    Riccardo Rebonato offers a critical analysis of the Libertarian Paternalist approach that has taken the political landscape by storm. This book explores the justifications used by states to influence behaviour, and the impact of such policies on individual freedoms and rights, opening up new avenues of criticism.

    $45.82 $49.00
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  • The SABR/LIBOR Market Model
    The SABR/LIBOR Market Model (English, Hardback) Riccardo Rebonato, Kenneth McKay

    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) of all strikes and maturities produced by the SABR model.

    $77.00 $119.00
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  • Coherent Stress Testing
    Coherent Stress Testing (English, Hardback) Riccardo Rebonato

    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.

    $75.19 $80.00
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  • Plight of the Fortune Tellers
    Plight of the Fortune Tellers (English, Paperback) Riccardo Rebonato

    Argues that we must restore genuine decision-making to our financial planning. Presenting a financial model that uses probability, experimental psychology, and decision theory, this title challenges us to rethink the standard wisdom about risk management.

    $26.59
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  • Volatility and Correlation
    Volatility and Correlation (English, Hardback) Riccardo Rebonato

    In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation.

    $144.60 $179.00
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  • Interest-Rate Option Models (Hardback) Riccardo Rebonato

    Written in accessible and non-technical language, this text reviews all the commonly-used interest-rate option models, showing how they can be applied and implemented. It is aimed at market professionals and postgraduate students who are looking for less technical coverage of the subject.

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  • Interest Rate Option Models
    Interest Rate Option Models (English, Hardback) Riccardo Rebonato

    Option modelling is a highly complex and fast moving area of finance. This major revision of the first edition sees the introduction of five new chapters. The additional chapters deal with techniques such as American swaptions and the Two-Factor Model.

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  • Taking Liberties
    Taking Liberties (Paperback) Riccardo Rebonato

    Riccardo Rebonato offers a critical analysis of the Libertarian Paternalist approach that has taken the political landscape by storm. This book explores the justifications used by states to influence behaviour, and the impact of such policies on individual freedoms and rights, opening up new avenues of criticism.

    Currently Unavailable More details
  • Bond Pricing and Yield Curve Modeling
    Bond Pricing and Yield Curve Modeling (English, Hardback) Riccardo Rebonato

    Rebonato gives an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds.

    $75.13
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  • Volatility and Correlation in the Pricing of Equity, FX and Interest-rate Options
    Volatility and Correlation in the Pricing of Equity, FX and Interest-rate Options (English, Hardback) Riccardo Rebonato

    In this book, the author introduces the financial community to the next step forward in the evolution of modelling of option prices - the use of volatility and correlation in the models. He assesses existing models in light of new development and introduces several original approaches.

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  • Plight of the Fortune Tellers
    Plight of the Fortune Tellers (English, Hardback) Riccardo Rebonato

    Argues that we must restore genuine decision making to our financial planning, and shows us how to do it using probability, experimental psychology, and decision theory. This book offers a solution that seeks to remind us that managing risk comes down to real people making decisions under uncertainty.

    Currently Unavailable More details