2017-11-21

Game of Benchmarks: LIBOR and IRON thrones

I will present a seminar titled Game of Benchmarks: LIBOR and IRON thrones at the UCL Financial Mathematics Practitioners Seminar. The seminar will take place on Wednesday 22 November 2017 from 4.10pm to 5.00pm at 25 Gordon Street (London) -- room D103.

Updated 2017-12-05: The slides are available from the page of the seminar referenced above. The direct link to the slides is https://www.ucl.ac.uk/maths/graduate-students/msc-financial/m_henrard_game_of_benchmarks_LIBOR_and_IRON_thrones