Editorial

Author's Biography

Riccardo Rebonato is Global Head of Market Risk and Global Head of the Quantitative Research Team at RBS, a 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 holds doctorates in nuclear engineering and solid state physics and was a research fellow in physics at Corpus Christi College, Oxford, UK. He is the author of the books Plight of the Fortune Tellers — Thoughts on the Quantitative Management of Financial Risk (2007), Volatility and Correlation in Option Pricing (1999, 2004), Modern Pricing of Interest-Rate Derivatives (2002) and Interest-Rate Option Models (1996, 1998). His papers on finance have been published in several academic journals.