A new method for the pricing of share buy-back programmes
The features of buy-back programmes CLICK
Source: risk.net
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Rising star in quantitative finance: Philippe Bergault
Risk Awards 2024: A new market-making model provides FX dealers with a tool for managing inventory risk
France General Philippe Bergault Foreign Exchange Equest For Quote Rfq Quantitative Finance Decentralised Finance Defi
Source: risk.net
Podcast: Barzykin and Guéant on FX market-making
Industry quant teams up with academics to build better risk tools for FX markets
France General Olivier Gu Philippe Bergault Alexander Barzykin Foundation For Science Google Podcasts
Source: risk.net
Should you hedge or should you wait?
New paper introduces quantitative framework for optimal FX hedging
Source: risk.net