Quantcast – a Risk.net Cutting Edge podcast

Mar 14 2024 535
Quantcast – a Risk.net Cutting Edge podcast artwork

Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.

RSS feed Share
Copy RSS


Subscribe on Podcast Addict


Giorgios Skoufis 11/03/24

Mar 14 2024 43 mins  
Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps

Artur Sepp – 17/08/23

Aug 17 2023 45 mins  
Quant says high volatility requires pricing and risk management models to be revisited

Julien Guyon – 01/08/23

Aug 03 2023 60 mins  
​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias

Jan Rosenzweig – 16/05/23

May 19 2023 20 mins  
Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios

Barzykin and Guéant – 28/03/23

Mar 28 2023 45 mins  
Industry quant teams up with academics to build better risk tools for FX markets

Valer Zetocha – 16/01/23

Jan 23 2023 38 mins  
Julius Baer equity quant revels in solving problems for the trading desk.

Igor Halperin – 08/12/22

Dec 12 2022 39 mins  
Igor Halperin talks with Mauro Cesa

Antonov and Piterbarg – 22/11/22

Nov 23 2022 33 mins  
A discussion around alternatives designed to overcome the pitfalls of neural networks.

Chris Kenyon – 16/09/22

Sep 28 2022 17 mins  
Chris Kenyon: the right way to wrong-way risk and climate risk in XVA

Marc Henrard – 02/08/22

Aug 07 2022 31 mins  
Marc Henrard – 02/08/22 by Quantcast – a Risk.net Cutting Edge podcast