NITheCS Colloquium ‘SOFR Term Structure Dynamics – Discontinuous Short Rates and Stochastic Volatility Forward Rates’ (joint work with Alan Brace and Karol Gellert)
14 July 2023
NITheCS Colloquium ‘SOFR Term Structure Dynamics – Discontinuous Short Rates and Stochastic Volatility Forward Rates’ (joint work with Alan Brace and Karol Gellert)
Presented by
Prof Erik Schlögl (University of Technology, Sydney, Australia)
