Back by popular demand. Once thought to be impossible, negative interest rates are now common in many European currencies. This presents a challenge for pricing and risk managing some rates derivatives and bonds with models that assume non-negative rate dynamics.

In this webinar, Russell Goyder, PhD, Director of Quantitative R&D, FINCAD, and Hugh Stuart, Research Director, Chartis, will discuss the context for negative rates and the best approaches to modeling them.