Stochastic Volatility (SV) in Interest Rate Derivatives - Richard Fedrick

29/10/2025 32 min

Listen "Stochastic Volatility (SV) in Interest Rate Derivatives - Richard Fedrick"

Episode Synopsis

This podcast with Richard Fedrick discusses stochastic volatility in interest rate derivatives and related topics - focusing mainly on the SABR model. If you'd like to learn more, we've included our Interest Rate Derivatives and Swaps course below: ⁠⁠https://londonfs.com/course/Interest-Rate-Derivatives-Swaps⁠⁠ At London Financial Studies we concentrate exclusively on capital markets. You can access our full course calendar here: ⁠⁠⁠⁠⁠⁠https://londonfs.com/calendar/London⁠⁠⁠⁠⁠⁠ Follow us on LinkedIn: ⁠⁠⁠⁠⁠⁠https://uk.linkedin.com/company/london-financial-studies⁠⁠