RiskTech Forum

FINCAD: Webinar: Mastering Negative Rates - Best Practices


Venue:
Online Event - Webinar
Address:

Date:
Tuesday 30 June 2015, 15:00 GMT

Once thought to be impossible, negative interest rates are now common in many European currencies. This presents a challenge for pricing and risk managing some rates derivatives and bonds with models that assume non-negative rate dynamics.

In this webinar, the speakers will discuss the context for negative rates and the best approaches to modeling them, including:

Following the presentation, there will be an interactive question and answer period.

Speakers:

- Russell Goyder PhD, Director of Quantitative R&D, FINCAD
- Hugh Stewart, Research Director, Chartis

Find out more about this event.


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