EPISODE · Mar 15, 2024 · 43 MIN

Giorgios Skoufis 11/03/24

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

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

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Giorgios Skoufis 11/03/24

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