muRisQ Advisory offers quantitative finance advisory services. Its services focus on trainings and workshops, benchmark transitions, interest rate model development and validation, product design and risk management strategies.
Marc will present at the Quant Insights Annual Conference on 1 November 2023 (free online tickets available).
Marc's presentation will be based on his recent paper
Don't hesitate to contact us if you you are interested by implemented this approach or other term structure modelling.