Plight Of The Fortune Tellers
Why We Need to Manage Financial Risk Differently »

Modern Pricing of Interest-Rate Derivatives
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, hav... »

Taking Liberties
A Critical Examination of Libertarian Paternalism »

Coherent Stress Testing
A Bayesian Approach to the Analysis of Financial Stress »

Volatility And Correlation
In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation... »

The Sabr/Libor Market Model
Pricing, Calibration And Hedging For Complex Interest Rate Derivatives »