Riccardo Rebonato

Riccardo Rebonato's books

Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently

3.81 avg rating — 59 ratings

Volatility and Correlation: The Perfect Hedger and the Fox

4.03 avg rating — 32 ratings

Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation

3.67 avg rating — 9 ratings

Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress

3.71 avg rating — 7 ratings

Taking Liberties: A Critical Examination of Libertarian Paternalism

4.20 avg rating — 5 ratings

How To Think About Climate Change: Insights from Economics for the Perplexed but Open-minded Citizen

3.60 avg rating — 5 ratings

Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)

3.50 avg rating — 4 ratings

The Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

3.50 avg rating — 4 ratings

Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering)

4.33 avg rating — 3 ratings

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

really liked it 4.00 avg rating — 3 ratings