Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The SABR/LIBOR market model :...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
37
Language
All
Undetermined
31
English
6
Author
All
Rebonato, Riccardo
22
White, Richard
12
Nyholm, Ken
2
Ojha, Divesh
2
Pogudin, Andrey
2
WHITE, RICHARD
2
Alcan Extrusions v Yates
1
Aytug, Haldun
1
Barnes, Ronnie
1
Coakley, Jerry
1
Cone, Kenneth R.
1
Cooper, Ian
1
Das, Sanjiv R.
1
Dawes, Len
1
Deakin, Simon
1
Denev, Alexander
1
Dovey, Ken
1
Dunbar, Nicholas
1
Freeland, M. R.
1
Inwood, Kris
1
Kuo, Ching-Chung
1
Kwiatkowski, Jan
1
Lawley, Mark A.
1
McKay, Kenneth
1
Mckay, Kenneth
1
Mohan, Shantha
1
Nawalkha, Sanjay K.
1
Pinedo, Michael
1
Rayner, Elizabeth
1
Rogers, Pamela
1
Shah, Sohagini
1
Shanbhogue, Vasant
1
Sherring, Mike
1
Tinsley, Kevin
1
Uzsoy, Reha
1
Webster, Scott
1
Williams, Colin
1
more ...
less ...
Published in...
All
Risk : managing risk in the world's financial markets
8
Applied mathematical finance
3
Journal of investment management : JOIM
3
Journal of risk management in financial institutions
3
The industrial law journal
3
Applied financial economics
2
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
2
Bank management
1
Best's review / Life health insurance edition
1
Business history
1
Employment gazette
1
European journal of operational research : EJOR
1
International journal of learning and intellectual capital : IJLIC
1
Journal of economic literature
1
Labour : journal of Canadian labour studies
1
Production and operations management : an international journal of the Production and Operations Management Society
1
Reinsurance : the monthly internat. reinsurance magazine
1
Review of social economy : publication of the Association for Social Economics
1
The economic journal : the journal of the Royal Economic Society
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
100
RePEc
21
USB Cologne (EcoSocSci)
10
Other ZBW resources
1
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
CUTTING EDGE - Interest rate derivatives - Delt and vega hedging in the SABR and LMM-SABR models - The authors examine the hedging performance of the SABR and LMM-SABR models using...
Rebonato, Riccardo
;
Pogudin, Andrey
;
White, Richard
- In:
Risk : managing risk in the world's financial markets
21
(
2008
)
12
,
pp. 94-99
Persistent link: https://www.econbiz.de/10008157246
Saved in:
2
Executing production schedules in the face of uncertainties: A review and some future directions
Aytug, Haldun
;
Lawley, Mark A.
;
Mckay, Kenneth
;
Mohan, …
- In:
European journal of operational research : EJOR
161
(
2005
)
1
,
pp. 86-110
Persistent link: https://www.econbiz.de/10006641830
Saved in:
3
Practice-Focused Research Issues for Scheduling Systems
McKay, Kenneth
;
Pinedo, Michael
;
Webster, Scott
- In:
Production and operations management : an international …
11
(
2002
)
2
,
pp. 249-258
Persistent link: https://www.econbiz.de/10007165240
Saved in:
4
Investors at a crossroads : implications for risk management, trading and the real economy
Rebonato, Riccardo
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10009883623
Saved in:
5
Post-crisis financial risk management : some suggestions
Rebonato, Riccardo
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
2
,
pp. 148-155
Persistent link: https://www.econbiz.de/10009883663
Saved in:
6
A Bayesian approach to stress testing and scenario analysis
Rebonato, Riccardo
- In:
Journal of investment management : JOIM
8
(
2010
)
3
,
pp. 80-92
Persistent link: https://www.econbiz.de/10009910834
Saved in:
7
What Am I Bid? - Industry Strategy: One way to solve the problem of unresolved receiverships is to provide an endgame-an auction
White, Richard
;
Cone, Kenneth R.
- In:
Best's review / Life health insurance edition
98
(
1997
)
6
,
pp. 57-61
Persistent link: https://www.econbiz.de/10006203312
Saved in:
8
A. A. den Otter: The Philosophy of Railways: The Transcontinental Railway Idea in British North America
White, Richard
- In:
Labour : journal of Canadian labour studies
42
(
1998
),
pp. 249-250
Persistent link: https://www.econbiz.de/10006053659
Saved in:
9
Knowledge construction in an Australian software development enterprise: developing the knowledge bases for innovative renewal
White, Richard
;
Dovey, Ken
- In:
International journal of learning and intellectual …
1
(
2004
)
4
,
pp. 405-415
Persistent link: https://www.econbiz.de/10006021419
Saved in:
10
Premier Partnerships
White, Richard
- In:
Bank management
70
(
1994
)
3
,
pp. 65
Persistent link: https://www.econbiz.de/10006002119
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
