Книга довольно хорошо написана в виде рассказов старого человека молодому парню, основанных на событиях его реальной жизни, охватывающей период с нача...
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla...
In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit....