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 by Rebonato, Riccardo
This major revision of the first edition sees the introduction of five new chapters together with the inclusion of complex quantitative material. The additional chapters deal with techniques such as American swaptions and the Two-Factor Model. The Best Books of Check out the top books of the year on our page Best Books of Product details Format Hardback pages Dimensions Looking for beautiful books?
Visit our Beautiful Books page and find lovely books for kids, photography lovers rebinato more. Table of contents The need for yield curve option pricing models; the theoretical tools; the implementation tools; analysis of specific models; general topics. Review quote “Overall this book provides and excellent summary of the state of knowledge of term structure modelling.
It combines a solid academic background with the practical experience of someone who works in the financial sector. He is responsible for the modelling, trading, and risk management of the European exotic interest-rate moodels.
Interest-Rate Option Models
He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide show more. Book ratings by Goodreads.
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