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Alexandre Antonov – 21/10/21 episode artwork

EPISODE · Oct 25, 2021 · 24 MIN

Alexandre Antonov – 21/10/21

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

Antonov on pricing not-so-vanilla rates products – new model makes it easier to coherently price correlated derivatives

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Antonov on pricing not-so-vanilla rates products – new model makes it easier to coherently price correlated derivatives

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Alexandre Antonov – 21/10/21

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This episode is 24 minutes long.

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This episode was published on October 25, 2021.

What is this episode about?

Antonov on pricing not-so-vanilla rates products – new model makes it easier to coherently price correlated derivatives

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