FINCAD: The impact of Libors end
For today’s traders, quants, and risk managers, there is a perplexing future looming on the horizon. In 2021, Libor is slated for retirement. Despite the buzz in the news and talk amongst industry participants, it remains difficult to understand the true impact of Libor’s end. For this reason, I’ve written a technical paper on the topic, “How the End of Libor will Impact Delta-1 Rates.” You can download it here.
Understanding the Challenges
For modeling experts, it is already evident that
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