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Podcast: Piterbarg on medians and machine learning

Published: June 2, 2021

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

Source: risk.net

Related Topics:

Vladimir PiterbargAlexandre AntonovMichael KonikovInternational SwapsDerivatives AssociationNatwest MarketsLibor Adjustment SpreadGoogle PodcastsExotic OptionsLibor OisDerivatives Pricingஅலெக்ஸாண்ட்ரே அன்டோனோவ்சர்வதேச இடமாற்றுகள்வழித்தோன்றல்கள் சங்கம்கூகிள் பொட்காஸ்ட்ஸ்