Tuesday, 26 May 2020

Marc's presentation at the Online Interest Rate Reform Conference

Marc Henrard will present a seminar at the

Online Interest Rate Reform Conference


which will take place from Monday 13 July to Friday 17 July 2020. The agenda of the conference can be found on the organizer web site:




Marc's talk, will be titled Discounting Big-Bang: Quant Perspective and Convexity Adjustments.

More details about the presentation will follow soon.