Thomas Roos's guest appearances

Thomas Roos

Quantcast – a Risk.net Cutting Edge podcast

Andrew Lo

CHRISTIAN SCHWARZ

Richard Martin

Andrew McClelland

John Fennell

Andrew Dickinson

Hans Buehler

René Carmona

Adolfo Montoro

Christian Fries

Fabio Mercurio

Damiano Brigo

Giorgia Callegaro

Lucio Fiorin

Martino Grasselli

OwlTail

Thomas Roos, a London-based consultant specialising in derivatives, talks about models that produce arbitrageable swaptions prices and the crude methods firms currently use to fix them.

Thomas Roos - 25/04/2018