R. Rebonato: search on Z-Library

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51

Coherent Stress Testing (A Bayesian Approach to the Analysis of Financial Stress) || Overcoming Our Cognitive Biases

Rebonato, Riccardo

Year:

2012

Language:

english

File:

PDF, 103 KB

english, 2012

52

Coherent Stress Testing (A Bayesian Approach to the Analysis of Financial Stress) || Bayesian Nets II: Constructing Probability Tables

Rebonato, Riccardo

Year:

2012

Language:

english

File:

PDF, 96 KB

english, 2012

53

Coherent Stress Testing (A Bayesian Approach to the Analysis of Financial Stress) || The Role of Models in Risk Management and Stress Testing

Rebonato, Riccardo

Year:

2012

Language:

english

File:

PDF, 104 KB

english, 2012

54

Modern Pricing of Interest-Rate Derivatives (The LIBOR Market Model and Beyond) || Part IV. Beyond the Standard Approach: Accounting for Smiles

Rebonato, Riccardo

Year:

2012

Language:

english

File:

PDF, 5.91 MB

english, 2012

55

Financial Enterprise Risk Management

Rebonato, Riccardo

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 562 KB

english, 2017

56

The Economy: Economics for a Changing World

Rebonato, Riccardo

Journal:

Quantitative Finance

Year:

2018

Language:

english

File:

PDF, 510 KB

english, 2018

57

Bond Pricing and Yield Curve Modeling (A Structural Approach) || Principal Components: Empirical Results

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 2.61 MB

english, 2018

58

Bond Pricing and Yield Curve Modeling (A Structural Approach) || No-Arbitrage in Discrete Time

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 185 KB

english, 2018

59

Bond Pricing and Yield Curve Modeling (A Structural Approach) || Real Yields, Nominal Yields and Inflation: The D'Amico–Kim–Wei Model

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 1.07 MB

english, 2018

60

Bond Pricing and Yield Curve Modeling (A Structural Approach) || The Conditions of No-Arbitrage

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 52 KB

english, 2018

61

Bond Pricing and Yield Curve Modeling (A Structural Approach) || The Building Blocks: A First Look

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 98 KB

english, 2018

62

Bond Pricing and Yield Curve Modeling (A Structural Approach) || Bonds: Their Risks and Their Compensations

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 212 KB

english, 2018

63

Bond Pricing and Yield Curve Modeling (A Structural Approach) || No-Arbitrage Conditions for Real Bonds

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 175 KB

english, 2018

64

Bond Pricing and Yield Curve Modeling (A Structural Approach) || Principal Components: Theory

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 215 KB

english, 2018

65

Bond Pricing and Yield Curve Modeling (A Structural Approach) || Definitions, Notation and a Few Mathematical Results

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 212 KB

english, 2018

66

Bond Pricing and Yield Curve Modeling (A Structural Approach) || No-Arbitrage in Continuous Time

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 130 KB

english, 2018

67

Bond Pricing and Yield Curve Modeling (A Structural Approach) || Links among Models, Monetary Policy and the Macroeconomy

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 178 KB

english, 2018

68

Bond Pricing and Yield Curve Modeling (A Structural Approach) || No-Arbitrage with State Price Deflators

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 174 KB

english, 2018

69

Bond Pricing and Yield Curve Modeling (A Structural Approach) || What the Models Tell Us

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 52 KB

english, 2018

70

Bond Pricing and Yield Curve Modeling (A Structural Approach) || A General Pricing Framework

Rebonato, Riccardo

Year:

2018

Language:

english

File:

PDF, 238 KB

english, 2018

71

The SABR/LIBOR Market Model (Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives) || The Empirical Problem

Rebonato, Riccardo, McKay, Kenneth, White, Richard

Year:

2012

Language:

english

File:

PDF, 764 KB

english, 2012

72

The SABR/LIBOR Market Model (Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives) || Estimating the Volatility of the Forward Rates

Rebonato, Riccardo, McKay, Kenneth, White, Richard

Year:

2012

Language:

english

File:

PDF, 1.03 MB

english, 2012

73

The Most General Methodology to Create a Valid Correlation Matrix for Risk Management and Option Pricing Purposes

Rebonato, Riccardo, Jaeckel, Peter

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 77 KB

english, 2011

74

Return-Predicting Factors for US Treasuries: On the Similarity of Tentss and Batss

Rebonato, Riccardo

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 453 KB

english, 2014

75

Reply to: Ethylene Vinyl Alcohol Copolymer as First Hemostatic Liquid Embolic Agent for Non-variceal Upper Gastrointestinal Bleeding Patients: Pros and Cons

Tipaldi, Marcello Andrea, Orgera, Gianluigi, Krokidis, Miltiadis E., Rebonato, Alberto, Maiettini, Daniele, Vagnarelli, Simone, Ambrogi, Cesare, Rossi, Michele

Journal:

CardioVascular and Interventional Radiology

Year:

2018

Language:

english

File:

PDF, 300 KB

english, 2018

76

A financially justifiable and practically implementable approach to coherent stress testing

Rebonato, Riccardo

Journal:

Quantitative Finance

Year:

2018

Language:

english

File:

PDF, 2.22 MB

english, 2018

77

Theme 1. Disaster Coordination and Management: Summary and Action Plans

der Heide, Eric Auf, Lafond, Raymond, Eyre, Anne, Fertel, Nurit, Fisher, Judith M., Gunn, SWA, Hampton, Dianna, Lederman, Bianca, Posner, Z., Preobrajensky, V.N., Rebonato, M., Riboni, Vincenzo, Rodri

Journal:

Prehospital and Disaster Medicine

Year:

2001

Language:

english

File:

PDF, 439 KB

english, 2001

78

A Simple Approximation for the No-Arbitrage Drifts for LMM-SABR-Family Interest-Rate Models

Rebonato, Riccardo

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 162 KB

english, 2013

79

Histologic assessment of biliary obstruction with different percutaneous endoluminal techniques

Michele Rossi, Vito Cantisani, Filippo Maria Salvatori, Alberto Rebonato, Laura Greco, Luigi Giglio, Giampiero Guido, Elisa Pagliara, Vincenzo David

Journal:

BMC Medical Imaging

Year:

2004

Language:

english

File:

PDF, 905 KB

english, 2004

80

A New Device for Vascular Embolization: Report on Case of Two Pulmonary Arteriovenous Fistulas Embolization Using the Amplatzer Vascular Plug

Michele Rossi, Alberto Rebonato, Laura Greco, Giulio Stefanini, Michele Citone, Annnarita Speranza, Vincenzo David

Journal:

CardioVascular and Interventional Radiology

Year:

2006

Language:

english

File:

PDF, 234 KB

english, 2006

81

Endovascular Exclusion of Visceral Artery Aneurysms with Stent-Grafts: Technique and Long-Term Follow-up

Michele Rossi, Alberto Rebonato, Laura Greco, Michele Citone, Vincenzo David

Journal:

CardioVascular and Interventional Radiology

Year:

2008

Language:

english

File:

PDF, 364 KB

english, 2008

82

Bidirectional links in the network of multiplication facts

Elena Rusconi, Giovanni Galfano, Elena Rebonato, Carlo Umiltà

Journal:

Psychological Research

Year:

2006

Language:

english

File:

PDF, 307 KB

english, 2006

83

Study of a X-ray laser-plasma source for radiobiological experiments: microdosimetry analysis and plasma characterisation

F. Bortolotto, D. Batani, F. Previdi, L. Rebonato, E. Turcu, R. Allott

Journal:

The European Physical Journal D / Atomic, Molecular, Optical and Plasma Physics

Year:

2000

Language:

english

File:

PDF, 387 KB

english, 2000

84

Long-term trophic effect of ACTH on rat adrenocortical cells

G. Nussdorfer, G. Mazzocchi, L. Rebonato

Journal:

Cell and Tissue Research

Year:

1971

Language:

english

File:

PDF, 3.63 MB

english, 1971

85

Further studies on the effects of corticosterone on adrenocortical cells of hypophysectomized ACTH-treated rats

G. G. Nussdorfer, G. Mazzocchi, L. Rebonato

Journal:

Cellular and Molecular Life Sciences

Year:

1971

Language:

english

File:

PDF, 283 KB

english, 1971

86

Phylogenetic analysis of ORF5 and ORF7 sequences of porcine reproductive and respiratory syndrome virus (PRRSV) from PRRS-positive Italian farms: A showcase for PRRSV epidemiology and its consequences on farm management

Patrizia Pesente, Valeria Rebonato, Gianpietro Sandri, Davide Giovanardi, Luigi Sperati Ruffoni, Sandra Torriani

Journal:

Veterinary Microbiology

Year:

2006

Language:

english

File:

PDF, 177 KB

english, 2006

87

Calculation of the phonon dispersion curves for b.c.c. transition metals using the Finnis-Sinclair potentials

Rebonato, R., Broughton, J. Q.

Journal:

Philosophical Magazine Letters

Year:

1987

Language:

english

File:

PDF, 210 KB

english, 1987

88

Common hepatic artery aneurysm successfully treated with a celiac axis stent graft. Two years of follow up

Michele Rossi, Alberto Rebonato, Michele Citone, Marco La Torre, Vincenzo David

Journal:

European Journal of Radiology Extra

Year:

2010

Language:

english

File:

PDF, 429 KB

english, 2010

89

Review Paper. Interest-rate term-structure pricing models: a review

Journal:

Proceedings Mathematical Physical & Engineering Sciences

Year:

2004

Language:

english

File:

PDF, 631 KB

english, 2004

90

High-resolution microdiffraction study of notch-tip deformation in Mo single crystals using X-ray synchrotron radiation

Rebonato, R., Ice, G. E., Habenschuss, A., Bilello, J. C.

Journal:

Philosophical Magazine A

Year:

1989

Language:

english

File:

PDF, 819 KB

english, 1989

91

A modification of the Finnis-Sinclair potentials for highly deformed and defective transition metals

Rebonato, R., Welch, D. O., Hatcher, R. D., Bilello, J. C.

Journal:

Philosophical Magazine A

Year:

1987

Language:

english

File:

PDF, 613 KB

english, 1987

92

Clinical Outcome With Platinum-Based Chemotherapy in Patients With Advanced Nonsquamous EGFR Wild-Type Non–Small-Cell Lung Cancer Segregated According to KRAS Mutation Status

Metro, Giulio, Chiari, Rita, Bennati, Chiara, Cenci, Matteo, Ricciuti, Biagio, Puma, Francesco, Flacco, Antonella, Rebonato, Alberto, Giannarelli, Diana, Ludovini, Vienna, Bellezza, Guido, Ferolla, Pi

Journal:

Clinical Lung Cancer

Year:

2014

Language:

english

File:

PDF, 545 KB

english, 2014

93

Embolization of the Periprostatic Venous Plexus for Erectile Dysfunction Resulting from Venous Leakage

Rebonato, Alberto, Auci, Alessio, Sanguinetti, Franco, Maiettini, Daniele, Rossi, Michele, Brunese, Luca, Carrafiello, Gianpaolo, Torri, Tito

Journal:

Journal of Vascular and Interventional Radiology

Year:

2014

Language:

english

File:

PDF, 2.11 MB

english, 2014

94

Painless but problematic

Rebonato, Alberto, D'Andrea, Alfredo, Scialpi, Michele

Journal:

American Journal of Obstetrics and Gynecology

Year:

2013

Language:

english

File:

PDF, 501 KB

english, 2013

95

Time dependence at 550 and 700°C of M23C6 precipitate composition in AISI 304 stainless steel

Boeuf, A., Caciuffo, R., Crico, S., Rebonato, R., Rustichelli, F., Morlevat, J.P.

Journal:

Materials Letters

Year:

1983

Language:

english

File:

PDF, 484 KB

english, 1983

96

Giant Hepatic Artery Aneurysm: A Fatal Evolution

Rebonato, Alberto, Rossi, Michele, Rebonato, Stefania, Cagini, Lucio, Scialpi, Michele

Journal:

The Journal of Emergency Medicine

Year:

2013

Language:

english

File:

PDF, 664 KB

english, 2013

97

Neonatal Repair of Truncus Arteriosus With “Scimitar-Like” Mixed Total Pulmonary Venous Return

Luciani, Giovanni Battista, Hoxha, Stiljan, Lucchese, Gianluca, Rebonato, Micol, Rossetti, Lucia, Faggian, Giuseppe, Mazzucco, Alessandro

Journal:

The Annals of Thoracic Surgery

Year:

2014

Language:

english

File:

PDF, 745 KB

english, 2014

98

Review Paper. Interest-Rate Term-Structure Pricing Models: A Review

Riccardo Rebonato

Journal:

Proceedings Mathematical Physical & Engineering Sciences

Year:

2004

Language:

english

File:

PDF, 1.35 MB

english, 2004

99

Wide-neck renal artery aneurysm: parenchymal sparing endovascular treatment with a new device

Michele Rossi,Gianluca Maria Varano,Gianluigi Orgera,Alberto Rebonato…

Journal:

Year:

2014

Language:

english

File:

PDF, 272 KB

english, 2014

100

Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches

Nyholm, Ken, Rebonato, Riccardo

Journal:

Applied Financial Economics

Year:

2008

Language:

english

File:

PDF, 196 KB

english, 2008

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