Udvidet returret til d. 31. januar 2025

Bøger af Riccardo (Royal Bank of Scotland Group Rebonato

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  • - Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
    af Riccardo (Royal Bank of Scotland Group Rebonato
    1.096,95 kr.

    This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model.

  • - The Perfect Hedger and the Fox
    af Riccardo (Royal Bank of Scotland Group Rebonato
    1.674,95 kr.

    In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation.

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