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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Interest Rate Option Models : Riccardo Rebonato :
He is responsible for the modelling,trading, and risk management of the European exotic interest-rate products. Read, highlight, and take notes, across web, tablet, and phone. Publication date ISBN Imprint Chichester, England ; Rebonto York: Written in easy-to-follow, non-technical language, it logically reviews all the most commonly used interest rate option models, showing how each one can be applied and implemented for specific market applications.
Understanding, Analysing and Using Models for References to this book Sensitivity Analysis in Practice: Goodreads is the world’s largest site for readers with over 50 million reviews. My library Help Advanced Book Search. Interesr editions – View all Interest-rate option models: The additional chapters deal with techniques such as American swaptions and the Two-Factor Model.
We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. Riccardo Rebonato No preview available – Sensitivity Analysis in Practice: The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited.
It also presents a substantial new chapter devoted to this revolutionary modelling method. Book ratings by Goodreads. Description Option modelling is a highly complex rebontao fast moving area of finance.
Understanding, Analysing and Using Models for Account Options Sign in. Read, highlight, and take notes, across web, tablet, and phone.
Skip to search Skip to main content. He has published papers in several academic rebobato in finance, and is a regular speaker at conferences worldwide show more. Mathematical derivations of the models are only reported in so far as itnerest enhance the understanding of the model – the emphasis is on accessibility and ease of understanding. He is responsible for the modelling, trading, and risk management of the European exotic interest-rate products. SearchWorks Catalog Stanford Libraries.
Interest-Rate Option Models by Rebonato, Riccardo
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. It combines a solid academic background with the practical experience of someone who works in the financial sector.
No eBook available Amazon. He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide. Contents Definition and valuation of the underlying instruments. Levy Processes in Finance: Riccardo Rebonato No preview available – This accessible book narrows the information gap.
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