Riccardo Rebonato

title	media type	ISBN-13	year of publica- tion	other author(s)
Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress	Hardcover	978-0-470-66601-2	2010
Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options	"	978-0-471-97958-6	1998
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond	"	978-0-691-08973-7	2002
Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently	Paperback	978-0-691-14817-5	2010
Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently	Hardcover	978-0-691-13361-4	2007
Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation	"	978-1-107-04811-9	2014	Alexander Denev
Taking Liberties: A Critical Examination of Libertarian Paternalism	"	978-0-230-39155-0	2012
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives	"	978-0-470-74005-7	2009	Kenneth McKay · Richard White
Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options	"	978-0-471-89998-3	1999
Volatility and Correlation: The Perfect Hedger and the Fox	"	978-0-470-09139-5	2004