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Dr Gareth Peters invited to deliver special "Red Lecture" at Nomura Investment Bank

18 June 2017

 

Dr Gareth Peters was invited to make a global telecast lecture at Nomura Investment Bank as part of the "Red Lecture" series they run. This is a prestigious lecture series that is recorded and broadcast to London, Mumbai, Japan, Sydney, France, New York and other offices via video conference. The slides and talk then form part of the education section of Nomura Investment Bank.

The lecture presented was on stress testing of interest rate models and dynamic quantile dynamics for risk management.