Insights, tips and industry commentary from the team behind the world’s first production-grade open source risk management platform.
by Marc Henrard on
21 Jun 2017Elephant In The (Swap Trading) Room: Exposing Dealer Trading Costs For Cleared And Uncleared Swaps
Blog written By Dr. Marc Henrard, Head of Quantitative research at OpenGamma and visiting professor at University College London. Marc is the acclaimed author of Interest Rate Modelling in the Multi-Curve Framework as well as Algorithmic Differentiation in Finance Explained….Read more...
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