Expert quick takes: Exploring super long bonds and the applications of Chebyshev methods

QuantMinds International landed in Barcelona, December 2021, and brought together leading quant academics and industry practitioners to collaborate face to face. Some leading minds, however, weren't able to join the discussions in person, so we invited them to join us virtually and dig in to their recent research in quantitative finance. 

Jessica James, Managing Director, Senior Quantitative Researcher, Commerzbank AG, joins us to address the exceptional period we've had and lends her expertise in understanding super long bonds as financial products.

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Kathrin Glau, Senior Lecturer in Financial Mathematics, Queen Mary University of London, shares her latest research and applications of Chebyshev methods in pricing callable bonds.

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