This presentation entitled “Solving Negative Rates Challenges: The Free Boundary SABR and the Mixture SABR” was given by Dr. Alexandre Antonov of Numerix at the Quant Summit Europe 2016 in London on April 13th.
The presentation addresses:
Dr. Alexandre Antonov, Senior Vice President, Quantitative Research, Numerix
Dr. Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997 and joined Numerix in 1998, where he currently works as a Senior Vice President of Quantitative Research. His activity is concentrated on modeling and numerical methods for interest rates, cross currency, hybrid, credit and XVA. In 2016 Dr. Antonov has received the Risk magazine Quant of the Year award.
Complete the form to the right to download this slide deck from Dr. Antonov's April 2016 Quant Summit Europe presentation.
Complete the form below to download this slide deck from Dr. Antonov's April 2016 Quant Summit Europe presentation.