Dr. Yuri Ivanov
Senior managerYuri has more than 20 years of experience in the market data and valuation of structured derivatives across all asset classes as well as hands-on experience in building bespoke solutions using modern cloud technologies. He brings praxis know-how in the construction of gas and power price curves, weather forecasting, intraday trading and valuation of physical assets.
AQR's Best Practices
A paper on the essential steps of the derivative pricing model review process, drawing lessons from the ECB's Asset Quality Review (AQR).
View Paper
Aktuelle Entwicklungen in der EEG Portfolio-bewirtschaftung
Deutschlands Übertragungsnetzbetreiber sind gesetzlich verpflichtet, EEG-Strom sicher und kosteneffizient am Spotmarkt zu vermarkten – mit Fokus auf Systemsicherheit, 24/7-Bewirtschaftung und automatisierte Prozesse.
View Paper