PT  - JOURNAL ARTICLE
AU  - Fabio Mercurio
ED  - Mack, Barbara J.
TI  - Practical Applications of Interview with Fabio Mercurio
AID  - 10.3905/icbi.2016.4.1.007
DP  - 2016 Jul 31
TA  - Practical Applications
PG  - 1--3
VI  - 4
IP  - 1
4099  - https://pm-research.com/content/4/1/1.10.short
4100  - https://pm-research.com/content/4/1/1.10.full
AB  - Interview with Fabio Mercurio Fabio Mercurio Some of the key areas of innovation in quantitative finance include new approaches to modeling stochastic processes, development of methods for valuing risk factors and expanding historic models to accommodate new and complex market dynamics.In this interview with Institutional Investor Journals , Fabio Mercurio of Bloomberg shares his observations on volatility, wrong-way risk (WWR) and interest rate models, including the LIBOR market model . He will be speaking at Global Derivatives in Budapest.