Giorgios Skoufis 11/03/24

Name: Giorgios Skoufis 11/03/24 by Quantcast – a Risk.net Cutting Edge podcast
Duration: 43 min 26 s
Description: Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps

Quantcast – a Risk.net Cutting Edge podcast

43:26

Mar 14, 2024

Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps

#convexity #adjustments #RFR #swaps #Business

Quantcast – a Risk.net Cutting Edge podcast

502 Followers

Related tracks

Damiano Brigo – 22/01/18
Quantcast – a Risk.net Cutting Edge podcast
35:02
6y