Finance Seminar: Claudio Fontana, Paris Diderot University (Paris VII)

Title: Affine multiple yield curve models

2017.06.21 | Bodil Westermann Krog

Date Thu 12 Oct
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2632(L), room 242

Speaker: Claudio Fontana, Paris Diderot University (Paris VII)

Title (and link to paper): Affine multiple yield curve models (with Christa Cuchiero and Alessandro Gnoatto)

Area of Research: Mathematical Finance

Organizers: Paolo Santucci de Magistris and Agatha Murgoci

Finance and Accounting Seminar Series
14304 / i32