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
Sensitivity Analysis in Practice: Read, highlight, and take notes, across web, tablet, and phone. It combines a solid mkdels background with the practical experience of someone who works in the financial sector.
We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. Riccardo Rebonato Snippet view – Contents Definition and valuation of the underlying instruments.
The additional chapters deal with techniques such as American swaptions and the Two-Factor Model. Nielsen Book Data Publisher’s Summary An interest rate option is a contract giving the beneficiary the right but not an obligation eebonato pay or receive a specific interest rate on a predetermined principle for a set interval.
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My library Help Advanced Book Search. Understanding, Analysing and Using Models for Read, highlight, and take notes, across web, tablet, and phone.
An accessible, first-rate overview of interest rate dependent options for traders and institutional 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 interdst practical knowledge about their use.
Skip to search Skip to main content. References to this book Sensitivity Analysis in Practice: He is responsible for the modelling, trading and risk management of the European exotic interest-rate products. A motivation for yield curve models.
Riccardo Otpion No preview available – From inside the book.
Interest Rate Option Models : Riccardo Rebonato :
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.
Describe the connection issue. Description Option modelling is a highly complex and fast moving area of finance. The Best Books of Account Options Sign in. Book ratings by Goodreads. Goodreads is the world’s largest site for readers with over 50 million reviews. No eBook available Amazon.
It also presents a substantial new chapter devoted to this revolutionary modelling method. He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide.
Check out the top books revonato the year on our page Best Books of Levy Processes in Finance: SearchWorks Catalog Stanford Libraries. Understanding, Analysing and Using Models for Further details can be found on the links between mean-reversion and calibration for the important classes of models.
He is responsible for the modelling, trading, and risk management of the European exotic interest-rate products.
Interest-Rate Option Models by Rebonato, Riccardo
He is responsible for the modelling,trading, and risk management of the European exotic interest-rate products. Publication date ISBN 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.
Riccardo Rebonato No preview available – My library Help Intreest Book Search. This accessible book narrows the information gap.
He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide show more. Definition and valuation of the underlying instruments.
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