Cover of Coherent stress testing

Mark as

Coherent stress testing

by Riccardo Rebonato

Buy this book Review

More by Riccardo Rebonato

Cover of Bond Pricing and Yield Curve Modeling

Cover of How to Think about Climate Change

Cover of Interest-rate option models

Cover of Modern pricing of interest-rate derivatives

Cover of Plight of the Fortune Tellers

Cover of Plight of the Fortune Tellers - Why We Need to Manage Financial Risk Differently

Cover of Portfolio Management under Stress

Cover of Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation

Cover of Taking liberties

Cover of The SABR/LIBOR market model

Cover of Volatility and Correlation

Cover of Volatility and Correlation

Cover of Volatility and correlation in the pricing of equity, FX, and interest-rate options

Recent activity

Rate this book to see your activity here.

Comments and reviews

Please sign in to leave a comment