<?xml version="1.0" encoding="utf-8" ?> <rss version="2.0" xmlns:opensearch="http://a9.com/-/spec/opensearch/1.1/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:atom="http://www.w3.org/2005/Atom"> <channel> <title> <![CDATA[Delhi University Library System Search for 'au:&quot;Rebonato, Riccardo&quot;']]> </title> <!-- prettier-ignore-start --> <link> /cgi-bin/koha/opac-search.pl?idx=&#38;q=au%3A%22Rebonato%2C%20Riccardo%22&#38;sort_by=relevance&#38;format=rss </link> <!-- prettier-ignore-end --> <atom:link rel="self" type="application/rss+xml" href="/cgi-bin/koha/opac-search.pl?idx=&#38;q=au%3A%22Rebonato%2C%20Riccardo%22&#38;sort_by=relevance&#38;format=rss" /> <description> <![CDATA[ Search results for 'au:&quot;Rebonato, Riccardo&quot;' at Delhi University Library System]]> </description> <opensearch:totalResults>8</opensearch:totalResults> <opensearch:startIndex>0</opensearch:startIndex> <opensearch:itemsPerPage>50</opensearch:itemsPerPage> <atom:link rel="search" type="application/opensearchdescription+xml" href="/cgi-bin/koha/opac-search.pl?idx=&#38;q=au%3A%22Rebonato%2C%20Riccardo%22&#38;sort_by=relevance&#38;format=opensearchdescription" /> <opensearch:Query role="request" searchTerms="idx%3D%26q%3Dau%253A%2522Rebonato%252C%2520Riccardo%2522" startPage="" /> <item> <title> Sabr/libor market model Pricing, calibration and hedging for complex interest-rate derivatives. </title> <dc:identifier>ISBN:9780470740057</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=512293</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0470740051.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Rebonato Riccardo.<br /> Atrium John Wiley 2009 .<br /> xi, 284p cm..<br /> 9780470740057 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=512293">Place hold on <em>Sabr/libor market model</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=512293</guid> </item> <item> <title> Sabr/libor market model Pricing, calibration and hedging for complex interest-rate derivatives. </title> <dc:identifier>ISBN:9780470740057</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=479360</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0470740051.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Rebonato Riccardo.<br /> Atrium John Wiley 2009 .<br /> xi, 284p cm..<br /> 9780470740057 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=479360">Place hold on <em>Sabr/libor market model</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=479360</guid> </item> <item> <title> Interest-rate option models Understanding, analysing and using models for exotic interst -rate potions </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=789280</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Rebonato Riccardo.<br /> New York John Wiley and Sons 1998 .<br /> xxiii,521p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=789280">Place hold on <em>Interest-rate option models </em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=789280</guid> </item> <item> <title> Interest-rate option models. </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=789279</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Rebonato Riccardo.<br /> Chichester John Wiley and Sons 1998 .<br /> xxiii,521p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=789279">Place hold on <em>Interest-rate option models.</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=789279</guid> </item> <item> <title> Coherent stress testing A bayesian approach to the analysis of financial stress. </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=759658</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Rebonato Riccardo.<br /> Chichester John Wiley 2010 .<br /> xi,227p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=759658">Place hold on <em>Coherent stress testing </em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=759658</guid> </item> <item> <title> Portfolio management under stress A bayesian-net approach to coherent asset allocation </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=792141</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Rebonato Riccardo.<br /> UK CUP 2013 .<br /> xxvi;491p. cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=792141">Place hold on <em>Portfolio management under stress </em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=792141</guid> </item> <item> <title> SABR/LIBOR market model Pricing, calibration and hedging for complex interest-rate derivatives. </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=743820</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Rebonato Riccardo.<br /> West Sussex Wiley 2009 .<br /> ix,284p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=743820">Place hold on <em>SABR/LIBOR market model </em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=743820</guid> </item> <item> <title> Portfolio management under stress: a bayesian-net approach to coherent asset allocation : A bayesian-net approach to coherent asset allocation </title> <dc:identifier>ISBN:9781107048119</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=16333</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/1107048117.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Rebonato, Riccardo.<br /> UK : CUP; 2013 .<br /> xxvi, 491p. , Appendix 462-470p.; References 471-484p.; Index 485-491p. 9781107048119 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=16333">Place hold on <em>Portfolio management under stress: a bayesian-net approach to coherent asset allocation</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=16333</guid> </item> </channel> </rss>
