02 September 2015
« All videos

Algorithmic trading project at RBS - phase 1

26 June 2012 | 6289 views | 0

Dr Leonid Timochouk, Global Head, Algorithmic Rates Trading, Quantitative Analytics at RBS, Global Banking and Markets describes how the bank's project to real-measure the calibration of stochastic volatility in finance.

Comments: (0)

Comment on this story (membership required)
Log in to receive notifications when someone posts a comment

Related blogs

Create a blog about this story (membership required)

Related company information

Royal Bank of Scotland

Top topics

Most viewed Most shared
Third of Brits expect day-to-day mobile pa...
7167 views comments | 36 tweets | 14 linkedin
SunGard system glitch causes havoc for BNY...
7166 views comments | 14 tweets | 12 linkedin
Kenya's NIC Bank links to Twitter and What...
6280 views comments | 27 tweets | 17 linkedin
Payments UK sets out vision for 'world cla...
6198 views comments | 17 tweets | 10 linkedin
HSBC glitch leaves thousands of customers...
5797 views comments | 13 tweets | 7 linkedin