| Interest-rate option models: understanding, analysing and using models for exotic interest-rate options R Rebonato Wiley, 1996 | 768 | 1996 |
| Volatility and correlation: the perfect hedger and the fox R Rebonato John Wiley & Sons, 2005 | 547 | 2005 |
| The most general methodology to create a valid correlation matrix for risk management and option pricing purposes R Rebonato, P Jäckel Available at SSRN 1969689, 2011 | 448 | 2011 |
| Modern pricing of interest-rate derivatives: The LIBOR market model and beyond R Rebonato Princeton University Press, 2012 | 395 | 2012 |
| Taking liberties: A critical examination of libertarian paternalism R Rebonato (No Title), 2012 | 337 | 2012 |
| A critical assessment of libertarian paternalism R Rebonato Journal of Consumer Policy 37, 357-396, 2014 | 202 | 2014 |
| Plight of the fortune tellers: why we need to manage financial risk differently R Rebonato Princeton University Press, 2010 | 186 | 2010 |
| Volatility and Correlation in the Pricing of Equity, FX and Interest-rate Options R Rebonato (No Title), 1999 | 153 | 1999 |
| The SABR/LIBOR Market Model: Pricing, calibration and hedging for complex interest-rate derivatives R Rebonato, K McKay, R White John Wiley & Sons, 2011 | 150 | 2011 |
| On the simultaneous calibration of multifactor lognormal interest rate models to Black volatilities and to the correlation matrix R Rebonato Journal of computational finance 2 (4), 5-27, 1999 | 128 | 1999 |
| Coherent stress testing: A Bayesian approach to the analysis of financial stress R Rebonato John Wiley & Sons, 2010 | 122 | 2010 |
| A stochastic-volatility, displaced-diffusion extension of the LIBOR market model M Joshi, R Rebonato Quantitative Finance 3 (6), 458-469, 2003 | 92 | 2003 |
| On the pricing implications of the joint lognormal assumption for the swaption and cap markets R Rebonato Journal of computational Finance 2 (3), 57-76, 1999 | 66 | 1999 |
| The link between caplet and swaption volatilities in a Brace-Gatarek-Musiela/Jamshidian framework: approximate solutions and empirical evidence P Jackel, R Rebonato Journal of Computational Finance 6 (4), 41-60, 2003 | 65 | 2003 |
| A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation MS Joshi, R Rebonato Quantitative Finance 3 (6), 458, 2003 | 57 | 2003 |
| Interest–rate term–structure pricing models: a review R Rebonato Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004 | 56 | 2004 |
| A time-homogeneous, SABR-consistent extension of the LMM R Rebonato Risk 20 (11), 102-106, 2007 | 52 | 2007 |
| Term structure models: a review R Rebonato Royal Bank of Scotland Quantitative Research Centre Working Paper, 2003 | 47 | 2003 |
| Theory and practice of model risk management R Rebonato Modern Risk Management: A History’, RiskWaters Group, London, 223-248, 2002 | 47 | 2002 |
| Evolving yield curves in the real-world measures: A semi-parametric approach R Rebonato, S Mahal, M Joshi, LD Buchholz, K Nyholm Journal of Risk 7 (3), 29-61, 2005 | 45 | 2005 |
