Books by Riccardo Rebonato
Total count: 13
Interest-rate option modelsunderstanding, analysing and using models for exotic interest-rate optionsWiley1996-01-01
Volatility and correlation in the pricing of equity, FX, and interest-rate optionsJohn Wiley1999-01-01
Volatility and CorrelationIn the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)John Wiley & Sons1999-12-27
Modern pricing of interest-rate derivativesthe LIBOR market model and beyondPrinceton University Press2002-01-01
Volatility and Correlationthe Perfect Hedger and the Fox2nd ed.John Wiley & Sons2005-01-01
The SABR/LIBOR market modelpricing, calibration and hedging for complex interest-rate derivativesJohn Wiley & Sons2009-01-01
Taking libertiesa critical examination of Libertarian paternalismSpringer2012-01-01