CRZ Pricer Release 18.4.4

By | 20 December 2018
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Portfolio

  • [New] Added BCBS d436 measures for P&L attribution (Spearman correl, KS, Chi-Squared)
  • [Bug] Various bug fixes on the bond risk view
Category: Modelling Pricing

About Franck Albert

X-Pont (1994 promotion), Franck Albert is a former exotic options trader for HSBC in Paris and BNP Paribas in London. From January 2009 to April 2016, he has been head of the quantitative fixed income risk team at BNP Paribas London, before joining CRZ Pricing as co-founder.

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