Looking Forward to Backward-Looking Rates: A Modeling Framework for Rates Replacing IBORs

Due to the recent COVID-19 outbreak, this event has been cancelled.

 

Speaker:
Andrei Lyashenko, Adjunct Faculty, Department of Applied Mathematics, Illinois Institute of Technology & Head of Quantitative Research, Quantitative Risk Management Inc.

 

Description:

TBD

 

Topic:

Mathematical Finance, Stochastic Analysis, and Machine Learning