The modelling of exotic interest-rate options is such an important and fast-moving Dr Riccardo Rebonato is Director and Head of Research at Barclays Capital. An accessible, first-rate overview of interest rate dependent options for traders RICARDO REBONATO (London, England) is head of Research, Debt Capital. Buy a cheap copy of Interest-Rate Option Models: book by Riccardo Rebonato. An accessible, first-rate overview of interest rate dependent options for traders.
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Understanding, Analysing and Using Models for Riccardo Rebonato No preview available – He is responsible for the modelling, trading, and risk management of the European exotic interest-rate products.
Interest-Rate Option Models by Rebonato, Riccardo
Book ratings by Goodreads. Read, highlight, and take notes, across web, tablet, and phone. It also presents a substantial new chapter devoted to this revolutionary modelling method. Review quote “Overall this book provides and excellent summary of the state of knowledge of term structure modelling. We’re featuring millions of their reader ratings on our book pages to help you find your new rebonqto book. SearchWorks Catalog Stanford Libraries.
He is responsible for the modelling, trading and risk management of the European exotic interest-rate products. Definition and valuation of the underlying instruments. This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling imperfect correlation between financial quantities.
This accessible book narrows the information gap. From inside the book. Sensitivity Analysis in Practice: No eBook available Amazon. Rage in accessible and non-technical language, the author reviews all the commonly-used interest rate option models, showing how they can be applied rat implemented. Understanding, Analysing and Using Models for Bibliography Includes bibliographical references and index. My library Help Advanced Book Search.
The Best Books of Riccardo Rebonato Snippet view – Home Contact Us Help Free delivery worldwide.
Table of contents The need for yield curve rebobato pricing models; the theoretical tools; the implementation tools; analysis of specific models; general topics. A motivation for optiln curve models. This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling Read, highlight, and take notes, across web, tablet, and phone.
This major revision of the first edition sees the introduction of five new chapters together with the inclusion of complex quantitative material.
My library Help Advanced Book Search. He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide show more.
Nielsen Book Data Interest Rate Option Models: Other editions – View all Interest-rate option models: He has published papers in several rebonao journals in finance, and is a regular speaker iinterest conferences worldwide. Physical description xxi, p. Account Options Sign in. This book is aimed at market professionals and postgraduate students internationally, working with interest rate dependent options, who find a barrier to entry in the very technical nature of current academic and research literature.
Imprint Chichester, England ; New York: Goodreads is the world’s largest site for readers with reebonato 50 million reviews. No eBook available Amazon. An accessible, first-rate overview of interest rate dependent options for traders and rebknato investors Until now market professionals seeking to exploit the profit potential of interest rate dependent options were forced to hunt through esoteric journals for a crumb or two of practical knowledge about their use.
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