FINCAD: Mastering Negative Rates: Best Practices

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 discuss the context for negative rates and the best approaches to modeling them, including:

- Model requirements for negative rates
- How to build curves in a negative interest rate environment
- Modeling vanilla swaptions

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