Thursday 21 March 2019

QuantCast on Risk.Net

New QuantCast on Risk.Net starring

Mercurio and Henrard on Libor transition and the need to involve quants early in discussions

Some of the elements of the discussion are based on an opinion published on SSRN: A Quant Opinion on LIBOR Fallback.

Marc Henrard in's London studio
Photo: Iain Winfield