Videos

The Fundamentals of OIS Curve Construction - Where to Start | Numerix Video Blog

Posted by Cristin Riffle on July 18, 2013 at 18:43
Views: 175
Get Embed Code
Tags: overnight, index, swap, libor, discounting
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.

You need to be a member of Global Risk Community to add comments!

Join Global Risk Community

★
★
★
★
★
Votes: 0
E-mail me when people leave their comments –
Follow

Popular Videos
Interview with Norman Marks about his new book "Risk Management for Success"
Interview with Terisa Roberts from SAS about the role of AI/ML in Risk Management
Interview with Steven Minsky, founder and CEO at LogicManager about Data Privacy and GDPR
Interview with Anton Lissone, CTO at SAI Global
How to be a Chief Risk Officer with Jennifer Geary
Interview with Helen Fanucci, a Digital Transformation Sales Leader at Microsoft.

Featured Videos

    About Us

    The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of the complex world of risk.

    Business Partners

    For companies wanting to create a greater visibility for their products and services among their prospects in the Risk market: Send your business partnership request by filling in the form here!

lead