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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My library Help Advanced Book Search. It combines a solid academic background with the practical experience of someone who works in the financial sector. Bibliography Includes bibliographical references and index.

Interest Rate Option Models : Riccardo Rebonato :

He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide. We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book.

SearchWorks Catalog Stanford Libraries. We use cookies to give you the best possible experience. 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.

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He has published papers in several academic journals in finance, and is a regular speaker at conferences worldwide show more. 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.

An accessible, first-rate overview of interest rate dependent options for traders and rebonatp investors Until now market professionals seeking to exploit the profit potential of interest rate dependent options were forced to hunt rebonaot esoteric journals for a crumb or two of practical knowledge about their use. Physical description xxi, p.

Interest-Rate Option Models

Understanding, Analysing and Using Models for A motivation for yield curve 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.

Book ratings by Goodreads. This major revision of the first edition sees the introduction of five new chapters together with the inclusion of complex quantitative material. Model Option modelling is a highly complex and fast moving area of finance.

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Home Contact Us Help Free delivery worldwide. He is responsible for the modelling, trading, and risk management of the European exotic interest-rate products. Understanding, Analysing and Using Models for Describe the connection issue.

Interest-Rate Option Models by Rebonato, Riccardo

Nielsen Book Data Publisher’s Summary An interest rate option is a contract giving the beneficiary the right but not an obligation to pay moddls receive a specific interest rate on a predetermined principle for a set interval. From inside the book. Account Options Sign in. Riccardo Rebonato No preview available – 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 Other editions – View all Interest-rate option models: The Best Books of