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Talk by Deloitte

Date Icon Week 2, Tuesday 22 October MT 2019
Time Icon 8:00pm
Location Icon Common Room, Mathematical Institute

Join us this Tuesday for a talk given in collaboration with Deloitte’s actuarial team: Marking to Market: Stochastic Interest Rate Modelling

“We’ll go through why financial companies need stochastic models of future interest rates, then explain some popular models that are out there and why they are (often) not up to the job. Finally we’ll go through how on earth you can calibrate these models – which has some juicy mathematical bits!”

This event is free for everyone. Snacks and drinks provided as usual. Additionally, you can get a life membership for £15 at the event!