Lms Riskmathics > Trading and Quantitative Finance > Life after LIBOR The Birth of New Interest Rate Benchmarks

Life after LIBOR The Birth of New Interest Rate Benchmarks

Fabio Mercurio | Global Head of Quantitative Analytics | Bloomberg | Keynote Speech en el marco del RiskManagement & Trading Conference

Profesor
Fabio Mercurio

Fabio Mercurio | Global Head of Quantitative Analytics | Bloomberg | Keynote Speech en el marco del RiskManagement & Trading Conference

PART I: FOUNDATIONS

1
1. A Little History
15 minutos
2
2. A Little History
25 min
  • The new risk-free-rate (RFR) benchmarks
  • The birth of RFR derivative markets
3
3. A Little History
21 minutos
  • The RFR

2. The Transition Away From LIBOR

1
The Transition Away From LIBOR
25 minutos
2
The Transition Away From LIBOR p2
13 minutos
  • Life after LIBOR
  • Existing issues and challenges

PART II: MODELING

1
PART I: A Minimal Multi-Curve Model
30 minutos
2
PART 2: A Minimal Multi-Curve Model
30 minutos
3
PART 3: A Minimal Multi-Curve Model
30 minutos
4
PART 4: A Minimal Multi-Curve Model
24 minutos
5
final Quiz
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