REBONATO Riccardo, PhD

Professor

Speciality : Finance
Expertise : Interest Rate Risk Modelling with Applications to Bond Portfolio Management and Fixed-Income Derivatives Pricing

EDHEC Business School
10 Fleet Place, Ludgate
London EC4M 7RB - England

Tél. : +44 (0)207 871 6740
Fax : +44 (0)207 2482 209

Email : riccardo.rebonato@edhec.edu

Documents to download

Pdf
CV REBONATO Riccardo...
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Publications edhec

Chapter: Stress Testing with Bayesian Nets and Related Techniques: Meeting the Engineering Challenges. Ed. PALGRAVE MACMILLAN
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Investors in the Treasury market often observe an upward-sloping yield curve.1 This means that, by assuming ‘duration risk’, they can very often...
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Risk management, prudential macro- and micro-regulation, portfolio allocation and, in general, the strategic analysis of financial and economic...
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CAMBRIDGE UNIVERSITY PRESS
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Journal of Investing, Vol. 25 N° 3 pp. 142 - 154, Fall 2016
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Chapter: Structural affine models for yield curve modeling. Ed.WILEY
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Ed. WILEY
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Press Articles

Family Business Review, Volume 28, N°3, pp260-277, September 2015.