Riccardo Rebonato

Professor

EDHEC Climate Institute Research Director and Senior Advisor

Main contributions

Journal of Empirical Finance (2021), International Journal of Theoretical and Applied Finance (2020), The Journal of Portfolio Management (2020), The Journal of Derivatives (2019), The Journal of Fixed Income (2019 ; 2020 ; 2021), Quantitative Finance (2019)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Interest Rate Risk Modelling with Applications to Bond Portfolio Management and Fixed-Income Derivatives Pricing

Bio

Riccardo Rebonato is Scientific Director of EDHEC-Risk Climate Impact Institute and Professor of Finance at EDHEC Business School. He heads EDHEC-Risk Climate Impact Institute’s “Impact of Climate Change on Asset Prices” research programme. He holds doctorates in Nuclear Engineering and Condensed Matter Physics. Riccardo has been Head of Derivatives Trading, Risk Management and Research for leading international financial institutions on the sell- and buy-side, and served on the boards of ISDA and GARP. He was previously a Professorial Visiting Fellow at Edinburgh University (Political Economics and Sociology), Visiting Lecturer at Oxford University (Mathematical Finance), Adjunct Professor at Imperial College, London (Financial Economics) and a Research Fellow in Physics at Corpus Christi College, Oxford. Riccardo is currently Series Editor for the Cambridge Elements in Quantitative Finance. He has published an extensive body of academic work, including more than 10 books and approximately 50 articles in refereed journals, in the areas of derivatives pricing, risk management, asset pricing and, latterly, the economics of climate change. His latest book “How to Think About Climate Change” (Cambridge University Press) deals with using economics to tackle climate change. The Journal of Portfolio Management named him 2022’s “PMR Quant Researcher of the Year”.

Publications of Riccardo Rebonato

01.03.2025 - EDHEC publication

IPE EDHEC Climate Institute special issue, Research Insights Supplement Spring 2025

Anthony Schrapffer, Riccardo Rebonato, Nicolas Schneider, Rob Arnold, Conor Hubert, Nishtha Manocha, Frédéric Ducoulombier
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EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025


01.03.2025 - EDHEC publication

Why we need climate scenario probabilities and how to get them

Riccardo Rebonato
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EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025


01.03.2025 - EDHEC publication

Climate shocks or the death by a thousand cuts? The effect of climate change on the valuation of equity assets

Riccardo Rebonato
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EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025


19.02.2025 - EDHEC publication

(Newsletter #14) ESG, climate finance, green bonds... EDHEC on the frontline: what’s next?

Teodor Dyakov, Dominic O'Kane, Vincent Bouchet, Aurore Porteu de la Morandière, Shahyar Safaee, Noël Amenc, Riccardo Rebonato, Felix Goltz, Anthony Schrapffer, Gianfranco Gianfrate, Nicolas Schneider
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EDHEC Risk Climate Impact Institute, EDHEC VOX, February 2025


28.01.2025 - EDHEC publication

[#dataviz] Finance and Climate Change: What Riccardo Rebonato Teaches Us

Riccardo Rebonato
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EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2025