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Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo - 1999
Persistent link: https://www.econbiz.de/10001376705
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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo; McKay, Kenneth; White, Richard - 2009
Persistent link: https://www.econbiz.de/10003767860
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Interest rate option models : understanding, analysing and using models for exotic interest rate options
Rebonato, Riccardo - 1998 - 2. ed.
Persistent link: https://www.econbiz.de/10004351787
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Interest rate option models : understanding, analysing and using models for exotic interest rate options
Rebonato, Riccardo - 1996
Persistent link: https://www.econbiz.de/10004304338
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Modern pricing of interest rate derivatives : the LIBOR market model and beyond
Rebonato, Riccardo - 2002
Persistent link: https://www.econbiz.de/10004663055
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Volatility and correlation : in the pricing of equity, FX and interest rate options
Rebonato, Riccardo - 1999
Persistent link: https://www.econbiz.de/10004599959
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Volatility and correlation : The perfect hedger and the fox
Rebonato, Riccardo - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10004797361
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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interest-rate derivatives
Rebonato, Riccardo; McKay, Kenneth; White, Richard - 2009
Persistent link: https://www.econbiz.de/10004931607
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Interest-rate option models : understanding, analysing and using models for exotic interest-rate options
Rebonato, Riccardo - 1998 - 2. ed.
Persistent link: https://www.econbiz.de/10013491195
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Bond pricing and yield-curve modelling : a structural approach
Rebonato, Riccardo - 2018
Persistent link: https://www.econbiz.de/10011812756