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Riccardo Rebonato is Professor of Finance at EDHEC Business School and EDHEC-Risk Institute, Scientific Director of the EDHEC Risk Climate Impact Institute (ERCII), and author of journal articles and books on Mathematical Finance, covering derivatives pricing, risk management, asset allocation and climate change. Prior to this, he was Global Head of Rates and FX Analytics at PIMCO.

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  • Riccardo Rebonato is Professor of Finance at EDHEC Business School and EDHEC-Risk Institute, Scientific Director of the EDHEC Risk Climate Impact Institute (ERCII), and author of journal articles and books on Mathematical Finance, covering derivatives pricing, risk management, asset allocation and climate change. Prior to this, he was Global Head of Rates and FX Analytics at PIMCO. Professor Rebonato is a specialist in asset pricing and its applications to bond portfolio management, fixed-income derivatives and the impact of climate change on asset prices and risk management. He is Series Editor for the Elements in Quantitative Finance, Cambridge University Press. Academically, he is an editor of financial journals and was until 2016 a visiting lecturer at Oxford University and adjunct professor at Imperial College’s Tanaka Business School. He used to sit on the board of directors of the International Swaps and Derivatives Association (ISDA) and the board of trustees for the Global Association of Risk Professionals (GARP). He is currently on the Board of the Nine Dots Prize. Previously, he was global head of market risk and global head of the Quantitative Research Team at the Royal Bank of Scotland (RBS), and sat on the Investment Committee of RBS Asset Management. He was Head of the Complex Derivatives Trading Desk and Research Group at Barclays Capital. He holds a doctorate in nuclear engineering from Politecnico di Milano 'Leonardo da Vinci', Italy and a PhD in condensed matter physics/science of materials from Stony Brook University, NY. He was Junior Research Fellow in Physics at Corpus Christi College, Oxford (1988-1989), and Post-Doctoral Fellow at the Physical Chemistry Laboratory, Oxford University (1987-1989). (en)
  • Riccardo Rebonato est professeur de finance à l'EDHEC Business School et à l' EDHEC-Risk Institute. Il est l'auteur d'articles de recherche et d'ouvrages sur les mathématiques financières, traitant de la tarification des produits dérivés, de la gestion des risques et de la répartition des actifs financiers. Il était auparavant responsable mondial des taux et des analyses de change chez PIMCO. (fr)
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  • Riccardo Rebonato est professeur de finance à l'EDHEC Business School et à l' EDHEC-Risk Institute. Il est l'auteur d'articles de recherche et d'ouvrages sur les mathématiques financières, traitant de la tarification des produits dérivés, de la gestion des risques et de la répartition des actifs financiers. Il était auparavant responsable mondial des taux et des analyses de change chez PIMCO. (fr)
  • Riccardo Rebonato is Professor of Finance at EDHEC Business School and EDHEC-Risk Institute, Scientific Director of the EDHEC Risk Climate Impact Institute (ERCII), and author of journal articles and books on Mathematical Finance, covering derivatives pricing, risk management, asset allocation and climate change. Prior to this, he was Global Head of Rates and FX Analytics at PIMCO. (en)
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  • Riccardo Rebonato (fr)
  • Riccardo Rebonato (en)
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