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Giorgios Skoufis 11/03/24 episode artwork

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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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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Frequently Asked Questions

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

This episode is 43 minutes long.

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

This episode was published on March 15, 2024.

What is this episode about?

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

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

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