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
Journal of Investing, Vol. 25 N° 3 pp. 142 - 154, Fall 2016
Chapter: Structural affine models for yield curve modeling. Ed.WILEY

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