EDHEC

Global Derivatives 2017

In early May 2017; the Global Derivatives Conference entitled “How to Survive & Thrive in the New Era for Quant Finance” took place in Barcelona. Professor Riccardo Rebonato (EDHEC Business School)…
Reading time :
1 Jun 2017

In early May 2017; the Global Derivatives Conference entitled “How to Survive & Thrive in the New Era for Quant Finance” took place in Barcelona.

Professor Riccardo Rebonato (EDHEC Business School) gave a talk about smart-beta in fixed income, and about stress testing with Bayesian nets. Rodney Hoskinson, PhD (2016), was invited to give a presentation in the Interest Rate Modelling stream on “Why it’s time to swap to switching interest and default rate models”. Rodney Hoskinson is currently the manager of KVA desk quantitative analysis in Fixed Income, Currencies and Commodities at National Australia Bank. 

Other articles you may
be interested in

29.09.2022 - EDHEC
QS ranks EDHEC's Global MBA eighth in the world for its return on investment
EDHEC’s Global MBA programme has once again being recognised for impact, value…

Read more

Vote down!

You voted ‘down’

Share
23.09.2022 - PhD
Yacine Aït-Sahalia

Read more

Vote down!

You voted ‘down’

Share
23.09.2022 - PhD
Tim Bollerslev

Read more

Vote up!

You voted ‘up’

Share