Evolution of Quantitative Methods in Today's Markets
Speakers:
Peter Carr, Head of Quantitative Research, Bloomberg
Alexander Antonov, SVP of Quantitative Research, Numerix
Summary: Drs. Carr and Antonov discuss the latest developments in quantitative methods for addressing high volatility, counterparty credit risk and liquidity risk, such as incorporating stochastic volatility and ad-hoc methods like Vanna-Volga.
Time: 18 minutes
Join the Conversation:
Let us know what you think about these issues. The discussion continues on the Numerix Forum — Quant Connection.
NUMX [GO]
View and price sample Numerix-structured deals on the Bloomberg terminal at NXDL GO.
QUANT CONNECTION
A forum for discussing all things derivatives, as well as tips on using Numerix solutions.
