books by Riccardo Rebonato     books:     Riccardo Rebonato      Volatility and Correlation Riccardo Rebonato John Wiley & Sons Inc, 2004             Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato Princeton University Press, 2002 rebonato does it again My avid reading kept jostling out superb hot ideas from this book. Rebonato carries out a comprehensive survey of the LIBOR market model. He tackles historical background, calibration, and effective implementation. The later chapters also cover extensions to the LIBOR ...             Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial ... Riccardo Rebonato John Wiley & Sons, 1999 a must read for anyone involved in derivative pricing The Black-Scholes model for pricing FX and equity options has become ubiquitous. However, it is always used with a pinch of salt. In particular, traders typically use different volatilities when pricing options with different strikes, a practice which makes no sense ...             Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options ... Riccardo Rebonato John Wiley & Sons, 1998 Good on Several Levels Rebonato covers the material on different levels, providing not only full mathematical formulations, but also the English version of the math along with explanations of significance of the topics covered. This book is excellent for those with the mathematical ...             Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) Riccardo Rebonato Wiley, 2004 very informative and reader friendly for the first time I really understood risk neutral probability, explanations are excellent. unfortunately I am only read about 10 chapters int he book, should spend more time with it.             Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently Riccardo Rebonato Princeton University Press, 2007 Timely and insightful; best of its kind! In my opinion this is the most valuable book on investment risk management of the past few years. Yet, no equations! However, with cogent arguments and literate prose, Rebonato lays out a case against the unfortunately prevalent misuse of statistical models in risk ...          products you might be interested in search for books correlation, derivatives, differently, engineering, interest-rate, understanding      toavi.com    web we recommend Timely and insightful; best of its kind! randomly chosen book: Chaos: Making a New Science