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Colin Turfus – 05/08/21 episode artwork

EPISODE · Aug 5, 2021 · 17 MIN

Colin Turfus – 05/08/21

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

Colin Turfus, senior quant analyst at Deutsche Bank and author of ‘Risky caplet pricing with backward-looking rates’, on short-rate models and Libor’s end

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Colin Turfus, senior quant analyst at Deutsche Bank and author of ‘Risky caplet pricing with backward-looking rates’, on short-rate models and Libor’s end

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Colin Turfus – 05/08/21

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Frequently Asked Questions

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

This episode is 17 minutes long.

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

This episode was published on August 5, 2021.

What is this episode about?

Colin Turfus, senior quant analyst at Deutsche Bank and author of ‘Risky caplet pricing with backward-looking rates’, on short-rate models and Libor’s end

Can I download this Quantcast – a Risk.net Cutting Edge podcast episode?

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