Seminar series
Date
Fri, 19 May 2017
Time
13:00 -
14:00
Location
L6
Speaker
Lyndon Drake
Organisation
University of Oxford Faculty of Theology and Religion
I spent a number of years trading government bonds and interest-rate derivatives for Barclays Capital. This included the period of the financial crisis, and I was a colleague of some of the Barclays traders charged with fraud related to LIBOR rate manipulation. I will present a some examples of common trading scenarios, and some of the ethical issues these might raise for quants.