This book presents a major innovation in the interest rate space. It explains a financially motiv...

Today's top financial professionals have come to rely on ever-more sophisticated mathematics i...

InCoherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents...

InVolatility and Correlation 2 sup ndsupedition: The Perfect Hedger and the Fox, Rebon...

InCoherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents...

In recent years, interest-rate modeling has developed rapidly in terms of both practice and theor...

This book presents a major innovation in the interest rate space. It explains a financially motiv...