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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 : How To Think About Climate Change
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How To Think About Climate Change

Riccardo Rebonato

Cambridge University Press

2024-01-25

PDF, ePub

Caught in the crossfire between climate deniers and catastrophists, the intelligent layperson is understandably bewildered when faced with the complexity of climate change. How To Think About Climate Change shows that economics provides not just a...

28,44 €

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Tous les ebooks de Riccardo Rebonato en PDF et EPUB


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Télécharger le livre : Bond Pricing and Yield Curve Modeling
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Bond Pricing and Yield Curve Modeling

Riccardo Rebonato

In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents and critically discusses the wealth of empirical...

Parution : 2018-06-07
Format(s) : PDF, ePub
Éditeur : Cambridge University Press
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92,78 €
Télécharger le livre : Coherent Stress Testing
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Coherent Stress Testing

Riccardo Rebonato

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 presentations in...

Parution : 2010-06-10
Format(s) : PDF, ePub
Éditeur : Wiley
Collection : The Wiley Finance Series
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58,72 €
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...

Parution : 2010-04-01
Format(s) : PDF, ePub
Éditeur : Wiley
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81,62 €
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...

Parution : 2005-07-08
Format(s) : PDF
Éditeur : Wiley
Collection : The Wiley Finance Series
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125,08 €

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