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Riccardo Rebonato

Rebonato Riccardo, Mckay Kenneth, White Richard:
The Sabr/Libor Market Model

Pricing, Calibration And Hedging For Complex Interest Rate Derivatives
John Wiley And Sons Ltd (United Kingdom), 2009
Hardback, 296 pages

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Rebonato Riccardo:
Plight Of The Fortune Tellers

Why We Need To Manage Financial Risk Differently
University Presses Of California, Columbia And Princeton (United States), 2007
Hardback, 304 pages

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Rebonato Riccardo:
Volatility And Correlation

The Perfect Hedger And The Fox
2 New Ed
John Wiley And Sons Ltd (United Kingdom), 2004
Hardback, 864 pages

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Rebonato Riccardo:
Modern Pricing Of Interest-Rate Derivatives

The Libor Market Model And Beyond
University Presses Of California, Columbia And Princeton (United States), 2002
Hardback, 480 pages

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