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Staff Profile Main Details

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Areas of Expertise

  • Models of the term structure of interest rates
  • Credit risk pricing models
  • Bond pricing


  1. Realdon, M. Discounting earnings with stochastic discount rates The European Journal of Finance 1 27
  2. Realdon, M. Non-linear Gaussian sovereign CDS pricing models Quantitative Finance 1 20
  3. Realdon, M. Credit risk, valuation and fundamental analysis International Review of Financial Analysis 27 77 90
  4. Realdon, M. Gaussian models for Euro high grade government yields The European Journal of Finance 23 15 1468 1511
  5. Realdon, M. Tests of non linear Gaussian term structure models Journal of International Financial Markets, Institutions and Money 44 128 147

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  • MN-M007 Financial Econometrics

    Financial Econometrics aims to provide students with both a theoretical and a practical knowledge of econometric techniques required in the analysis of financial data. This is intended to help students develop the skills required to perform advanced financial analysis. Practical examples and practical sessions are used to illustrate the concepts involved, and particular emphasis is given to using real data in examining and testing hypotheses concerning the properties of, and relationships between, financial series.


  • Sovereign Credit default swaps ( CDS), pricing models. (current)

    Other supervisor: Dr Vineet Upreti