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WBS: The 3rd Interest Rate Conference 

Date: 12th-14th March 2014

Location: Millennium Hotel, London, Knightsbridge

Tel: 020 7235 4377

Areas Covered: Portfolio level FVA analytics, Conditional Monte Carlo Pricing of long and short dated FX Exotics, Dynamic Models for the Long Rate of Interest, Arbitrage Free SABR


Pre-Conference Workshop Day (Wednesday 12th March) Multi-Curve Framework: Foundations, Evolution and Implementation by Marc Henrard: Quantitative Research, OpenGamma

Main Conference Day 1 (Thursday 13th March) Interest Rate & Volatility Modelling; Latest Collateralized Pricing & Modelling Techniques

Main Conference Day 2 (Friday 14th March) CMS Spread Options, Swaps & FX; The Evolution of Funding Valuation Adjustments

More information and Registration: WBS



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