EDHEC Risk Books
Advances in Retirement Investing
To supplement replacement income provided by Social Security and employersponsored pension plans, individuals need to rely on their own saving and investment choices during accumulation. Once...
Editions: Cambridge University Press | Series: Elements in Quantitative Finance
2020
Investment solutions
The aim of this textbook is to provide readers with an in-depth understanding of what an investment process would look like if it was to be grounded on intuitive and coherent first principles, and...
Forthcoming
2020
Bond Pricing and Yield Curve Modeling: A Structural Approach
In this book, Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents...
Cambridge University Press
2018
Risk-Based and Factor Investing
This book entitled "Risk-Based and Factor Investing" contains a compilation of recent articles written by leading academics and practitioners in this field. The articles introduce readers to some of...
ISTE Press - Elsevier
2015
Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more...
Cambridge University Press - pages
2013
Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit...
John Wiley & Sons
2010
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies
In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and...
2006
Portfolio Theory and Performance Analysis
Summary For many years, asset management was considered to be a marginal activity, but today, it is central to the development of the financial industry throughout the world. Asset management's...
John Wiley & Sons
2003
Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
This is the first comprehensive textbook for students studying fixed-income securities, and is ideally suited to MBA, MSc and final year undergraduate students in Finance and related topics. The text...
John Wiley & Sons
2003
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively...
Princeton University Press
2002
Portfolio Theory & Performance Analysis
In the last ten years, commercial and technical innovations have been increasingly prevalent within the asset management industry. It therefore seems essential to allow both practitioners and...
Economica
2002
Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
This book provides a thorough explanation of modern methods for pricing and hedging fixed-income securities (i.e. government bonds, corporate bonds, treasury bills, and interest rate derivatives, etc...
John Wiley & Sons
2001
Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (2nd Edition)
Wiley Series in Financial Engineering
1999
Quantitative Equity Portfolio Management
Modern portfolio management theory has put forward quantitative approaches for measuring portfolio risk. Equities constitute a privileged realm of application for this theory. The book describes...
Economica
1998
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
