REBONATO Riccardo, PhD

Professor, Researcher at EDHEC-Risk Institute

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

Tel.: +44 (0)20 7332 5600

Email :

Main academic publications

International Journal of Theoretical and Applied Finance (2020), The Journal of Portfolio Management (2020), The Journal of Derivatives (2019), The Journal of Fixed Income (2019 ; 2020), Quantitative Finance (2019)

Documents to download

CV REBONATO Riccardo...
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EDHEC Publications

Risk management, prudential macro- and micro-regulation, portfolio allocation and, in general, the strategic analysis of financial and economic...
Journal of Investing, Vol. 25 N° 3 pp. 142 - 154, Fall 2016
Chapter: Structural affine models for yield curve modeling. Ed.WILEY