REBONATO Riccardo, PhD

Professeur, Chercheur à l'EDHEC-Risk Institute

Discipline : Finance
Expertise : Modélisation du risque de taux d'intérêt avec des applications à la gestion de portefeuille obligataire et aux produits dérivés à revenu fixe.

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

Tél. : +44 (0)20 7332 5600

Email : riccardo.rebonato@edhec.edu

Principales contributions académiques

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), Quantitative Finance (2019)

Documents à télécharger

Pdf
CV REBONATO Riccardo...
(-1.00 B)

Publications EDHEC

Chapter: Stress Testing with Bayesian Nets and Related Techniques: Meeting the Engineering Challenges. Ed. PALGRAVE MACMILLAN
Investors in the Treasury market often observe an upward-sloping yield curve.1 This means that, by assuming ‘duration risk’, they can very often...
Risk management, prudential macro- and micro-regulation, portfolio allocation and, in general, the strategic analysis of financial and economic...

Pages