Kihun Nam, Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcastAutor: Quantcast – a Risk.net Cutting Edge podcast

Petter Kolm 27/11/25 Risk Quantcast_MS by Quantcast – a Risk.net Cutting Edge podcastAutor: Quantcast – a Risk.net Cutting Edge podcast

Laura Ballotta Risk Master’s Series by Quantcast – a Risk.net Cutting Edge podcastAutor: Quantcast – a Risk.net Cutting Edge podcast

Risk Quantcast Stefano Iabichino 06/11/25 by Quantcast – a Risk.net Cutting Edge podcastAutor: Quantcast – a Risk.net Cutting Edge podcast

Imperial College’s mathematical finance head introduces new tool to measure slippage and trade qualityAutor: Quantcast – a Risk.net Cutting Edge podcast

Quant financeAutor: Quantcast – a Risk.net Cutting Edge podcast

BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulaeAutor: Quantcast – a Risk.net Cutting Edge podcast

Trio of senior quants explain how autoencoders can reduce dimensionality in yield curvesAutor: Quantcast – a Risk.net Cutting Edge podcast

Lyudmil Zyapkov on modelling forward variance skewAutor: Quantcast – a Risk.net Cutting Edge podcast

Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolioAutor: Quantcast – a Risk.net Cutting Edge podcast

Alexei Kondratyev on quantum computingAutor: Quantcast – a Risk.net Cutting Edge podcast

Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.Autor: Quantcast – a Risk.net Cutting Edge podcast

Oxford-Man Institute director worries ML-based trading could have anti-competitive effectsAutor: Quantcast – a Risk.net Cutting Edge podcast

JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premiumAutor: Quantcast – a Risk.net Cutting Edge podcast

JP Morgan quant discusses his alternative to Greeks decompositionAutor: Quantcast – a Risk.net Cutting Edge podcast

Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swapsAutor: Quantcast – a Risk.net Cutting Edge podcast

Quant says high volatility requires pricing and risk management models to be revisitedAutor: Quantcast – a Risk.net Cutting Edge podcast

​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical biasAutor: Quantcast – a Risk.net Cutting Edge podcast

Portfolio manager and academic researcher talks about how his technique applies to LDI portfoliosAutor: Quantcast – a Risk.net Cutting Edge podcast

Industry quant teams up with academics to build better risk tools for FX marketsAutor: Quantcast – a Risk.net Cutting Edge podcast

Julius Baer equity quant revels in solving problems for the trading desk.Autor: Quantcast – a Risk.net Cutting Edge podcast

Igor Halperin talks with Mauro CesaAutor: Quantcast – a Risk.net Cutting Edge podcast

A discussion around alternatives designed to overcome the pitfalls of neural networks.Autor: Quantcast – a Risk.net Cutting Edge podcast

Chris Kenyon: the right way to wrong-way risk and climate risk in XVAAutor: Quantcast – a Risk.net Cutting Edge podcast

Marc Henrard – 02/08/22 by Quantcast – a Risk.net Cutting Edge podcastAutor: Quantcast – a Risk.net Cutting Edge podcast