EPISODE · Dec 21, 2019 · 2 MIN
How Will Negative Interest Rates Affect Derivative Pricing Models?
from Harbourfront Technologies · host Harbourfront Technologies
As negative interest rates started popping up around the world, quantitative analysts and traders have been asking a mundane but fundamental question: How to price trillions of dollars of financial instruments when their complex pricing models don’t work with negative numbers? http://tech.harbourfronts.com/derivatives/how-negative-interest-rates-affect-derivative-pricing-models/
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