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QuantMinds Americas


Quant Trading & Modelling: Volatility, FX, Option Pricing & Commodities

Key themes include

  • cross asset volatility trading
  • volatility calibration and hedging
  • Liquidity risk and negative interest rates in the new political landscape
  • handling negative interest rates
  • Quantitative extraction of and allocation to risk premia
  • the impact of scheduled events on FX volatility