Riccardo Rebonato

Riccardo RebonatoRiccardo 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 t 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). Read More Read Less

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Bond Pricing and Yield Curve Modeling16 %
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How to Think about Climate Change23 % NR
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Volatility and Correlation35 % NR
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Plight of the Fortune Tellers21 % NR
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SABR/LIBOR Market Model37 % NR
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Taking Liberties27 %
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