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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Riccardo Rebonato Snippet view – No eBook available Amazon. Riccardo Rebonato No preview available – Contents Definition and valuation of the underlying instruments. Description Option modelling is a highly complex and fast moving area of finance. Describe the connection issue. The Best Books of The modelling of exotic interest-rate options is such inteest important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. Publication date ISBN Writing in accessible and non-technical language, the author reviews all the commonly-used interest rate option models, showing how they can be applied and implemented.

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 about their use.

Interest Rate Option Models : Riccardo Rebonato :

Table of contents The need for yield curve option pricing models; the theoretical tools; the implementation tools; analysis of specific models; general topics. Find it at other libraries via WorldCat Limited preview. This accessible book narrows the information gap.

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We use cookies to give you the best possible experience. He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide show more.

It combines a solid academic background with the practical experience of someone who works in the financial sector. Visit our Beautiful Books page and find lovely books for kids, photography lovers and more. My library Help Advanced Book Search.

Interest-Rate Option Models by Rebonato, Riccardo

Check out the top books of the year on our page Best Books of Nielsen Book Data Account Options Sign in. 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.

Other editions – View all Interest-rate option models: Sensitivity Analysis in Practice: Product details Format Hardback pages Dimensions Skip to search Skip to main content. This major revision of the first edition sees the introduction of five new chapters together with the inclusion of complex quantitative material. References to this book Sensitivity Analysis in Practice: Review quote “Overall otion book provides and excellent summary of the state of knowledge of term structure modelling. Definition and valuation of the underlying instruments.

Understanding, Analysing and Using Models for This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling Imprint Chichester, England ; New York: He has published papers in several academic journals in finance, and is a modela speaker at conferences worldwide.

SearchWorks Catalog

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

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Looking for beautiful books? He is responsible for the modelling,trading, and risk management of the European exotic interest-rate products.

We’re featuring intereet of their reader ratings on our book pages to help you find your new favourite book. Levy Processes in Finance: SearchWorks Catalog Stanford Libraries.

Home Contact Us Help Free delivery worldwide. No eBook available Amazon. Account Options Sign in.

Book ratings by Goodreads. Read, highlight, and take notes, across web, tablet, and phone. Interest Rate Option Models: 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.

Physical description xxi, p. It also presents a substantial new chapter devoted to this revolutionary modelling method. Browse related items Start at call number: 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.

Nielsen Book Data Publisher’s Summary An interest rate option is a contract giving the beneficiary the right but not an obligation to pay or receive a specific interest rate on a predetermined principle for a set interval.