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Biographie et livres de Riccardo Rebonato

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Riccardo Rebonato is Professor of Finance at EDHEC Business School, France. He has been Global Head of Fixed Income and FX Analytics at Pacific Investment Management Company, LLC (PIMCO), and Head of Research, Risk Management and Derivatives Trading at several major international banks. He has previously held academic positions at Imperial College of Science, Technology and Medicine, University of London and University of Oxford, and has been a Board Director for the International Swaps and
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Téléchargez le livre : Coherent Stress Testing
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Coherent Stress Testing

Riccardo Rebonato

Wiley

2010-06-10

PDF, ePub

In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and...

58,45 €

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Ebooks de Riccardo Rebonato en PDF et EPUB

2 Livre(s)
Télécharger le livre : The SABR/LIBOR Market Model
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The SABR/LIBOR Market Model
Kenneth Mckay , Riccardo Rebonato , Richard White
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities...

Editeur : Wiley
Parution : 2010-04-01

PDF, ePub

81,23 €
Télécharger le livre : Volatility and Correlation
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Volatility and Correlation
Riccardo Rebonato
In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility...

Editeur : Wiley
Parution : 2005-07-08
Collection : The Wiley Finance Series
PDF

124,49 €