This podcast with Richard Fedrick discusses stochastic volatility in interest rate derivatives and related topics - focusing mainly on the SABR model.
If you'd like to learn more, we've included our Interest Rate Derivatives and Swaps course below: https://londonfs.com/course/Interest-Rate-Derivatives-Swaps
At London Financial Studies we concentrate exclusively on capital markets. You can access our full course calendar here: https://londonfs.com/calendar/London
Follow us on LinkedIn: https://uk.linkedin.com/company/london-financial-studies
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