Rebonato, Riccardo
CVA and the equivalent bond
- Rebonato, Riccardo
- En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 15/09/2010 Tomo 23 Número 8 - 2010
- Artículos y Capítulos
Interest rate derivatives : delt and vega hedging in the SABR and LMM-SABR models
- Rebonato, Riccardo
- En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 15/12/2008 Tomo 21 Número 12 - 2008
- Artículos y Capítulos