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.
|Published (Last):||11 August 2009|
|PDF File Size:||12.3 Mb|
|ePub File Size:||1.27 Mb|
|Price:||Free* [*Free Regsitration Required]|
Other editions – View all Interest-rate option models: Riccardo Rebonato No preview nodels – Written in easy-to-follow, non-technical language, it logically reviews all the most commonly used interest rate option models, showing how each one can be applied and implemented for specific market applications. Book ratings by Goodreads.
Interest-Rate Option Models
Riccardo Rebonato Snippet view – Writing in accessible and non-technical language, the author reviews all the commonly-used interest rate option models, showing how inteerest can be applied and implemented. Description Option modelling is a highly complex and fast moving area of finance.
Imprint Chichester, England ; New York: Riccardo Rebonato No preview available – Read, highlight, and take notes, across web, tablet, and phone. We’re featuring millions of their reader ratings on our book pages to help imterest find your new favourite book.
It also presents a substantial new chapter devoted to this revolutionary modelling method. Table of contents The need for yield curve option pricing models; the theoretical tools; the implementation tools; analysis of specific models; general topics.
References to this book Sensitivity Analysis in Practice: Contents Definition and valuation of the inyerest instruments.
Further details can be found on the links between mean-reversion and calibration for the important classes of models. 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 rebonago hunt through esoteric journals for a crumb or two of practical knowledge about their use.
Sensitivity Analysis in Practice: Review quote “Overall this book provides and excellent summary of the state of knowledge of term structure modelling.
Understanding, Analysing and Using Models for Describe the connection issue. 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. Physical description xxi, p. Visit our Beautiful Books page and find lovely books for kids, photography interdst and more.
SearchWorks Catalog Stanford Libraries. Check out the top books of the year on our page Best Books of Browse related items Start at call number: My library Help Advanced Book Search. Definition and valuation of the underlying instruments. This accessible book narrows the information gap. Levy Processes in Finance: My library Help Advanced Book Search.
This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling Publication date ISBN Mathematical derivations of the models are only reported in so far as they enhance interets understanding of the model – the emphasis is on accessibility and ease of understanding.
Interest-Rate Option Models by Rebonato, Riccardo
This book is aimed at market professionals and postgraduate students internationally, working with interest rate dependent options, who find revonato barrier to entry in the very technical nature of current academic and research literature.
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. No eBook available Amazon. Account Options Sign in.