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SUMMARY:NITheCS Colloquium  ‘SOFR Term Structure Dynamics – Discontinu
 ous Short Rates and Stochastic Volatility Forward Rates’ (joint work wit
 h Alan Brace and Karol Gellert)
DTSTART;TZID=Africa/Johannesburg:20230714T154200
DTEND;TZID=Africa/Johannesburg:20230714T164200
DTSTAMP:20260417T223615Z
UID:1799d6066a0f49c7b31d097d8888f9d5@167.172.48.169:8080
CATEGORIES:Colloquia
CONTACT:Prof Erik Schlögl (University of Technology\, Sydney\, Australia)
CREATED:20250625T134241Z
LAST-MODIFIED:20250908T082927Z
LOCATION:Online
URL:https://p22.juizi.com/nithecs/events/sofr-term-structure-dynamics-disc
 ontinuous-short-rates-and-stochastic-volatility-forward-rates-joint-work-w
 ith-alan-brace-and-karol-gellert
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TZID:Africa/Johannesburg
X-LIC-LOCATION:Africa/Johannesburg
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DTSTART:19440319T010000
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TZOFFSETFROM:+0300
TZOFFSETTO:+0200
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