INTEREST RATE OPTION MODELS REBONATO PDF

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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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.

Contents Definition and valuation of the underlying instruments.

Riccardo Rebonato No preview available – He is responsible for the modelling,trading, and risk management of the European exotic interest-rate products. Bibliography Includes bibliographical references and index. From inside the book. He is responsible for the modelling, trading and risk management of the European exotic interest-rate products.

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He rat responsible for the modelling, trading, and risk management of the European exotic interest-rate products. Visit our Beautiful Books page and find lovely books for kids, photography lovers and more. My library Help Advanced Book Search. Looking for beautiful books? Understanding, Analysing and Using Models for 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.

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Find it at other libraries via WorldCat Intetest preview.

Interest-Rate Option Models

The Best Books of References to this book Sensitivity Analysis in Practice: Physical description xxi, p. A motivation for yield curve models.

He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide. SearchWorks Catalog Stanford Libraries. Skip to search Skip to main content. Mathematical derivations of the models are only reported in so far as they enhance the understanding of the model – the emphasis is on accessibility and ease of understanding.

Publication date ISBN Account Options Sign in. Modelw the connection issue. Account Options Sign in. inteerst

By using our website you agree to our use of cookies. Book ratings by Goodreads. Other editions – View all Interest-rate option models: 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.

Interest-Rate Option Models by Rebonato, Riccardo

It combines a solid academic background with the practical experience of someone who works in the financial sector. 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.

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The additional chapters deal with techniques such as American swaptions and the Two-Factor Model.

Imprint Chichester, England ; New York: Product details Format Hardback pages Dimensions We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. 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 of practical knowledge rsbonato their use.

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Understanding, Analysing and Using Models for Description Option modelling is a highly complex and fast moving area of finance. Interest Rate Option Models: He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide show more.