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Showing posts from March, 2022

Seminar at Università di Bologna

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I will be giving a seminar at the Università di Bologna - Dipartimento di Scienze Stastistiche (online) on Thursday 17 March at 16h00 (local time). Seminar web page: https://stat.unibo.it/it/eventi/benchmark-transition-why-mathematicians-statisticians-are-required Title Benchmark transition: why mathematicians/statisticians are required Short abstract In the past couple of years, interest rate derivatives markets have undergone important changes. In some majors currencies, the references benchmarks have moved from LIBOR types to overnight types. Those changes have legal and financial impacts but also generate many interesting mathematical finance questions. The seminar will propose an introduction to the benchmark transition through the lens of the relevant mathematical finance questions. The answer to those questions have significant impacts in terms of valuations and risk management for vanilla and exotic products. The seminar invite is below. Contact me for the seminar link.

Are GPS signals jammed?

I went for a short walk around my house. Coming back home, I looked at the walk's map on my mobile (linked to my golf watch). The walk map was couple of kilometers away from the actual walk, of an impossible length and with a smooth drift while I stopped. Is there some GPS signal jamming — war related? — taking place at the moment?