Riccardo Rebonato
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In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often …
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This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accura…
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In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often …
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