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Vladimir Piterbarg – 28/05/21 episode artwork

EPISODE · Jun 2, 2021 · 30 MIN

Vladimir Piterbarg – 28/05/21

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

How the Libor transition inspired NatWest quant Vladimir Piterbarg’s latest paper on exotic derivatives valuation

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How the Libor transition inspired NatWest quant Vladimir Piterbarg’s latest paper on exotic derivatives valuation

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Vladimir Piterbarg – 28/05/21

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

This episode is 30 minutes long.

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

This episode was published on June 2, 2021.

What is this episode about?

How the Libor transition inspired NatWest quant Vladimir Piterbarg’s latest paper on exotic derivatives valuation

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