- 1.Interview with Jared Connrors
http://blog.numerix.com | In this video blog Numerix CMO, Jim Jockle speaks with Olga Us, Senior Quantitative Analyst about her recent PRMIA Master Class lecture, "OIS discounting Valuation Approaches Re-examined." Olga explains the drivers behind this paradigm shift in derivative valuation practices form single curve LIBOR discounting to a dual curve approach. Olga offers expert insights into key considerations for successful curve construction with OIS -- outlining the complex challenges faced and how to manage the process. She concludes with audience reaction to the lecture, addressing key questions received and potential solutions.