Quantcast – a Risk.net Cutting Edge podcast

By Quantcast – a Risk.net Cutting Edge podcast

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

· Business

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FAQs about Quantcast – a Risk.net Cutting Edge podcast:

How many episodes does Quantcast – a Risk.net Cutting Edge podcast have?

The podcast currently has 67 episodes available.

Quantcast – a Risk.net Cutting Edge podcast episodes:

August 01, 2025 Johannes Muhle-Karbe – 24/07/25
Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality
...more
43min
June 24, 2025 Dario Villani and Kharen Musaelian, 19/06/2025
Quant finance
...more
1h 12min
May 23, 2025 Fabrizio Anfuso podcast 20/05/25
BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
...more
37min
March 27, 2025 Sokol, Lyashenko, Mercurio 25/03/25
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
...more
1h 3min
March 05, 2025 Lyudmil Zyapkov, 27/02/25
Lyudmil Zyapkov on modelling forward variance skew
...more
29min
February 07, 2025 Alexandre Antonov 04/02/2025
Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
...more
31min
December 19, 2024 11/12/24 Risk Podcast - Alexei Kondratyev
Alexei Kondratyev on quantum computing
...more
51min
October 25, 2024 Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24
Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
...more
29min
July 24, 2024 Alvaro Cartea, 19/07/2024
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects
...more
45min
July 12, 2024 Lorenzo Ravagli, 09/07/2024
JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium
...more
45min

FAQs about Quantcast – a Risk.net Cutting Edge podcast:

How many episodes does Quantcast – a Risk.net Cutting Edge podcast have?

The podcast currently has 67 episodes available.

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