Argedion is an independent quantitative research firm specialising in sovereign bond markets. We provide market-based estimates of expectations and risk premia to support investment, risk management and market analysis.
Research Foundation
Argedion's methodology builds on academic research showing that information from long-maturity yields and stochastic volatility can substantially improve the estimation of expected short rates and risk premia across the yield curve.
Do Long-Term Yields Help to Estimate Short-Term Risk Premia? A. Berardi, R. Brown & S. Schaefer, Journal of Financial Economics, forthcoming
Read the paper ↗
Founder
Andrea Berardi
Andrea is a researcher specialised in fixed-income markets and term structure modelling, with extensive academic and professional experience in quantitative finance.
LinkedIn ↗
Advisory Board
Argedion's Advisory Board brings together expertise in academic finance, quantitative research and global fixed-income markets.
Stephen Schaefer ↗
Professor of Finance, London Business School
Roger Brown
Former Head of Interest Rate Research, Europe & Asia, UBS
Monica Billio ↗
Professor of Econometrics, Ca' Foscari University of Venice