Riccardo Rebonato

Taking liberties

Volatility and Correlation

Volatility and Correlation

Bond Pricing and Yield Curve Modeling

Coherent stress testing

The SABR/LIBOR market model

Plight of the Fortune Tellers

Modern pricing of interest-rate derivatives

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

How to Think about Climate Change

Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation

Portfolio Management under Stress

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