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Thomas Roos - 25/04/18 episode artwork

EPISODE · May 2, 2018 · 16 MIN

Thomas Roos - 25/04/18

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

Thomas Roos, a London-based consultant specialising in derivatives, talks about models that produce arbitrageable swaptions prices and the crude methods firms currently use to fix them.

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Thomas Roos, a London-based consultant specialising in derivatives, talks about models that produce arbitrageable swaptions prices and the crude methods firms currently use to fix them.

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Thomas Roos - 25/04/18

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Frequently Asked Questions

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

This episode is 16 minutes long.

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

This episode was published on May 2, 2018.

What is this episode about?

Thomas Roos, a London-based consultant specialising in derivatives, talks about models that produce arbitrageable swaptions prices and the crude methods firms currently use to fix them.

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

Yes, you can download this episode by clicking the download button on the episode player, or subscribe to the podcast in your preferred podcast app for automatic downloads.
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