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Alexandre Antonov – 15/08/2018 episode artwork

EPISODE · Aug 31, 2018 · 45 MIN

Alexandre Antonov – 15/08/2018

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

StanChart quant proposes new technique to compute margin valuation adjustment quicker

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StanChart quant proposes new technique to compute margin valuation adjustment quicker

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Alexandre Antonov – 15/08/2018

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How long is this episode of Quantcast – a Risk.net Cutting Edge podcast?

This episode is 45 minutes long.

When was this Quantcast – a Risk.net Cutting Edge podcast episode published?

This episode was published on August 31, 2018.

What is this episode about?

StanChart quant proposes new technique to compute margin valuation adjustment quicker

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