Bond Pricing and Yield Curve Modeling: A Structural Approach
Bond Pricing and Yield Curve Modeling: A Structural Approach
Author: Riccardo Rebonato
Publisher: Cambridge University Press
Published: 06/07/2018
Pages: 776
Binding Type: Hardcover
Weight: 2.83lbs
Size: 9.25h x 6.41w x 0.78d
ISBN: 9781107165854
About the Author
Rebonato, Riccardo: - Riccardo Rebonato is Professor of Finance at EDHEC Business School, France. He has been Global Head of Fixed Income and FX Analytics at Pacific Investment Management Company, LLC (PIMCO), and Head of Research, Risk Management and Derivatives Trading at several major international banks. He has previously held academic positions at Imperial College of Science, Technology and Medicine, University of London and University of Oxford, and has been a Board Director for the International Swaps and Derivatives Association (ISDA). He currently is a Professorial Visiting Fellow at the University of Edinburgh, and sits on the Board of Global Association of Risk Professionals (GARP). He is the author of several books and articles in finance and risk management, including Portfolio Management under Stress (Cambridge, 2014).