Sökt på: Böcker av Riccardo Rebonato
totalt 17 träffar
Portfolio Management under Stress
Portfolio Management Under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market …
Plight of the Fortune Tellers
Today's top financial professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But this excessive reliance on …
Modern Pricing of Interest-Rate Derivatives
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always …
Coherent Stress Testing
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 …
Modern Pricing of Interest-Rate Derivatives
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always …