Coherent Stress Testing

Available

Product Details

Price
$80.00
Publisher
Wiley
Publish Date
June 29, 2010
Pages
227
Dimensions
6.5 X 9.6 X 1.0 inches | 0.01 pounds
Language
English
Type
Hardcover
EAN/UPC
9780470666012

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About the Author

DR. RICCARDO REBONATO (London, UK) is Head of Front Office Risk Management and Head of the Clients Analytics team at BGM RBS. He is visiting lecturer at Oxford University (Mathematical Finance) and adjunct professor at Imperial College (Tanaka Business School). He sits on the Board of Directors of ISDA and on the Board of Trustees for GARP. He is an editor for the International Journal of Theoretical and Applied Finance, Applied Mathematical Finance, Journal of Risk, and the Journal of Risk Management in Financial Institutions. He holds doctorates in Nuclear Engineering and in Science of Material/Solid State Phsyics. He was a research fellow in Physics at Corpus Christi College, Oxford, UK.