DR RICCARDO REBONATO is Visiting Lecturer in Mathematical Finance and Applied Mathematics at Oxford University, UK, and Adjunct Professor at Imperial College London. He is on the editorial board of many journals in finance, including the International Journal of Theoretical and Applied Finance and Applied Mathematical Finance, as well as the author of several books on finance and risk management. He has been head of research at various financial institutions. Currently he is Global Head of Rates and FX Analytics for a major international asset manager, PIMCO.