Interview with Vladimir Piterbarg
Vladimir Piterbarg talks about his new article published in the Cutting Edge section of Risk magazine
Mauro Cesa, technical editor of Risk magazine, interviews Vladimir Piterbarg, global head of quantitative research at Barclays Capital in London, on his latest article "Funding beyond discounting, collateral agreements and derivatives pricing".
The article, published in Risk February, explains the differences in pricing in collateralized trades and non-collateralized trades in the current market conditions.
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