Dr. Rebonato, Riccardo
Riccardo is Global Head of Market Risk and
Global Head of Quantitative Research and
Quantitative Analysis for Royal Bank of Scotland
based in London. Prior to joining the Royal Bank
of Scotland, he was Head of Complex Derivatives
Trading Europe desk and Head of Derivatives
Research at Barclays Capital, where he worked
for nine years.
Riccardo is a Visiting Lecturer at Oxford University
Riccardo is Global Head of Market Risk and
Global Head of Quantitative Research and
Quantitative Analysis for Royal Bank of Scotland
based in London. Prior to joining the Royal Bank
of Scotland, he was Head of Complex Derivatives
Trading Europe desk and Head of Derivatives
Research at Barclays Capital, where he worked
for nine years.
Riccardo is a Visiting Lecturer at Oxford University
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in Mathematical Finance and Adjunct Professor at the Tanaka Business
School, Imperial College, London.
Before joining the financial world, Riccardo was a Research Fellow in
Physics at Oxford University (Corpus Christi College) and, before that,
Visiting Scientist at Brookhaven National Laboratory.
Riccardo is the author of the books Plight of the Fortune Tellers ('07), The
Perfect Hedger and the Fox (Wiley ’04), Modern Pricing of Interest-Rate
Derivatives (Princeton University Press ’02), Interest-Rate Option Models
(Wiley ’96,’98), Volatility and Correlation in Option Pricing (Wiley ’99). He
has published several papers on finance (option modelling, computational
techniques, risk management) in academic journals. He is a regular
speaker at conferences worldwide.
Riccardo is an Editor for the International Journal of Theoretical and
Applied Finance, for Applied Mathematical Finance, for the Journal of Risk
and for the Journal of Risk Management in Financial Institutions. He is a
member of the Board of Directors of the ISDA and of the Board of Trustees
of the GARP.
Riccardo holds doctorates in Nuclear Engineering from Politecnico di
Milano, Italy and Solid State Physics from Stony Brook University, New York.
School, Imperial College, London.
Before joining the financial world, Riccardo was a Research Fellow in
Physics at Oxford University (Corpus Christi College) and, before that,
Visiting Scientist at Brookhaven National Laboratory.
Riccardo is the author of the books Plight of the Fortune Tellers ('07), The
Perfect Hedger and the Fox (Wiley ’04), Modern Pricing of Interest-Rate
Derivatives (Princeton University Press ’02), Interest-Rate Option Models
(Wiley ’96,’98), Volatility and Correlation in Option Pricing (Wiley ’99). He
has published several papers on finance (option modelling, computational
techniques, risk management) in academic journals. He is a regular
speaker at conferences worldwide.
Riccardo is an Editor for the International Journal of Theoretical and
Applied Finance, for Applied Mathematical Finance, for the Journal of Risk
and for the Journal of Risk Management in Financial Institutions. He is a
member of the Board of Directors of the ISDA and of the Board of Trustees
of the GARP.
Riccardo holds doctorates in Nuclear Engineering from Politecnico di
Milano, Italy and Solid State Physics from Stony Brook University, New York.
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