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1.
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SABR/LIBOR market model Rebonato Riccardo; McKay Kenneth; White Richard Pricing, calibration and hedging for complex interest-rate derivatives. by
Material type: Text Text; Format: print regular print ; Literary form: Not fiction
Language: English
Publication details: West Sussex Wiley 2009
Availability: Items available for loan: South Campus Library (1)Collection, call number: X65:5 P9.

2.
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Coherent stress testing Rebonato Riccardo A bayesian approach to the analysis of financial stress. by
Material type: Text Text; Format: print regular print ; Literary form: Not fiction
Language: English
Publication details: Chichester John Wiley 2010
Availability: Items available for loan: South Campus Library (1)Collection, call number: X81:8 Q0.

3.
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Interest-rate option models. Rebonato Riccardo by
Edition: 2
Material type: Text Text; Format: print regular print ; Literary form: Not fiction
Language: English
Publication details: Chichester John Wiley and Sons 1998
Availability: Items available for loan: South Campus Library (1)Collection, call number: X6512:(B) N8.

4.
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Interest-rate option models Rebonato Riccardo Understanding, analysing and using models for exotic interst -rate potions by
Edition: 2
Material type: Text Text; Format: print regular print ; Literary form: Not fiction
Language: English
Publication details: New York John Wiley and Sons 1998
Availability: Items available for loan: South Campus Library (1)Collection, call number: X6512:(B) N8.

5.
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Portfolio management under stress Rebonato Riccardo; Denev Alexander A bayesian-net approach to coherent asset allocation by
Material type: Text Text; Format: print regular print ; Literary form: Not fiction
Language: English
Publication details: UK CUP 2013
Availability: Items available for loan: South Campus Library (1)Collection, call number: X65:8:(S:34) Q3.