Books by Riccardo Rebonato
How to Think about Climate Cha
How to Think about Climate Change
Bond Pricing and Yield Curve Modeling
Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation
Portfolio Management under Str
Portfolio Management under Stress
Coherent stress testing
Plight of the Fortune Tellers
Plight of the Fortune Tellers - Why We Need to Manage Financial Risk Differently
The SABR/LIBOR market model
Modern pricing of interest-rate derivatives
Volatility and Correlation
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Interest-rate option models