Transform risk into opportunity: Systematic fixed income strategies

Join our special guest A/Prof. Dr. Joerg Kienitz of m|rig as he shows how GMMs/LGMMs power backcasting of missing time series, generation of yield curve scenarios across currencies, and conditional implied volatility surfaces – while reducing static arbitrage and preserving covariance structure.

Join Dr. Ping Sun of Numerix as he provides a quantitative perspective on modeling and trading volatility which will be invaluable for volatility traders, portfolio managers, and quantitative practitioners in this domain.