Rebonato, Riccardo

著者名典拠詳細を表示

著者の属性 個人
一般注記 [Author of An experimental and theoretical ...]
nuc89-92980: His An experimental and theoretical study ... 1986 (hdg. on NSbSU rept.: Rebonato, Riccardo; usage: Riccardo Rebonato)
[Author of Interest-rate option models]
Interest-rate option models, 1996: CIP t.p. (Riccardo Rebonato)
SRC:Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo Rebonato(John Wiley & Sons, c1996)
コード類 典拠ID=AU20002192  NCID=DA11110736
1 なぜ金融リスク管理はうまくいかないのか / リカルド・レボネト著 ; 茶野努, 宮川修子訳 東京 : 東洋経済新報社 , 2009.11
2 The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay and Richard White : hbk. - Chichester, West Sussex : John Wiley & Sons , 2009
3 Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo Rebonato : cloth. - 2nd ed. - Chichester : J. Wiley , c1998