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 risk premia and expected short rates across the yield curve.
Do Long-Term Yields Help to Estimate Short-Term Risk Premia?
Journal of Financial Economics, forthcoming
Andrea Berardi — Ca’ Foscari University of Venice
Roger Brown — former Head of Interest Rate Research, Europe & Asia, UBS
Stephen Schaefer — London Business School
Founder
Andrea Berardi
Researcher in fixed-income markets and term structure modelling, with extensive academic and professional experience in quantitative finance.
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