NITheCS Colloquium ‘SOFR Term Structure Dynamics – Discontinuous Short Rates and Stochastic Volatility Forward Rates’ (joint work with Alan Brace and Karol Gellert)
- https://p22.juizi.com/nithecs/events/sofr-term-structure-dynamics-discontinuous-short-rates-and-stochastic-volatility-forward-rates-joint-work-with-alan-brace-and-karol-gellert
- NITheCS Colloquium ‘SOFR Term Structure Dynamics – Discontinuous Short Rates and Stochastic Volatility Forward Rates’ (joint work with Alan Brace and Karol Gellert)
- 2023-07-14T15:42:00+02:00
- 2023-07-14T16:42:00+02:00
When
14 Jul, 2023 from 03:42 PM to 04:42 PM (Africa/Johannesburg / UTC200)
Where
Online
Contact Name
Prof Erik Schlögl (University of Technology, Sydney, Australia)
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