Financial Engineering Workshop - Alessandro Gnoatto (BayernLB)

by Faculty Events

Workshop

Wed, Feb 1, 2017

6:10 PM – 7:15 PM

Add to Calendar
Registration: 5:40pm - 6:10pm

Bayes Business School, 106 Bunhill Row
Room 2005

106 Bunhill Row, London EC1Y 8TZ, UK

View Map

Registration

Details

Alessandro Gnoatto, quantitative analyst at BayernLB, will be giving a seminar aimed at practitioners titled "Affine Multiple Yield Curve Models" on Wednesday 1st February from 18:10 - 19:15.

Refreshments will also be available in room 2005 from 17:40.

File Attachments: Workshop Spring 2017 Poster.pdf

Where

Bayes Business School, 106 Bunhill Row
Room 2005

106 Bunhill Row, London EC1Y 8TZ, UK

Speakers

Alessandro Gnoatto's profile photo

Alessandro Gnoatto

I am a quantitative analyst with international academic experience (PhD and Post-Doc). I have a keen interest in the use of mathematical tools for the description of financial markets. I am an experienced model developer in the context of FX and Interest Rates.

I offer a good combination of mathematical background and programming expertise, which allows me to manage projects in the domain of quantitative finance from the definition of a model up to its software implementation.