Giorgios Skoufis 11/03/24

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Quantcast – a Risk.net Cutting Edge podcast

67 episodes

3 months ago

Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality

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Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality

Business

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Giorgios Skoufis 11/03/24

Quantcast – a Risk.net Cutting Edge podcast

43 minutes 26 seconds

1 year ago

Giorgios Skoufis 11/03/24

Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps