1
by Rebonato, Riccardo, Denev, Alexander
Published 2013
Cambridge University Press
Table of Contents: .... Predictability and causality; 5. Econophysics; 6. Extreme value theory; Part III. Diversification and Subjective...

2
by Rebonato, Riccardo
Published 2018
Cambridge University Press
..., and to assess investment opportunities. Rebonato weaves precise theory with up-to-date empirical evidence...