
Gordon Lee 19/02/2026 Risk Quantcast
Mar 9, 2026 - 00:31:04
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Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
Giorgios Skoufis 11/03/24 is an episode from Quantcast – a Risk.net Cutting Edge podcast by Quantcast – a Risk.net Cutting Edge podcast. Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps The epis...
This episode belongs to Quantcast – a Risk.net Cutting Edge podcast.
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Published Mar 15, 2024, 00:43:26 long, audio available.