Overview :In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important ... Read More
Overview :In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communit... Read More
Overview :Today's top financial professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financi... Read More
Overview :This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model wh... Read More