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.

Episode metadata supplied by the publisher feed · Published May 2, 2018

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Thomas Roos - 25/04/18

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