3 results for '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. With both practical and theoretical...

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...

The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains. New Markets and Products begins with two chapters on emerging markets. The book...