Interest rates

General short-rate analytics

Alexandre Antonov and Michael Spector present an analytical approximation of zero-coupon bonds and swaption prices for general short-rate models. The approximation is based on regular and singular expansions with respect to low volatility and contains a…

Sponsored roundtable: Rate of change

Life & Pension Risk and roundtable sponsor Royal Bank of Scotland convened with industry leaders to discuss the future of the German life insurance sector as it faces low interest rates and a new regulatory regime

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