Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast episodes:

• July 24, 2024Alvaro Cartea, 19/07/2024

  Oxford-Man Institute director worries ML-based trading could have anti-competitive effects

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• July 12, 2024Lorenzo Ravagli, 09/07/2024

  JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium

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• May 03, 2024Olivier Daviaud 29/04/24

  JP Morgan quant discusses his alternative to Greeks decomposition

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• March 15, 2024Giorgios Skoufis 11/03/24

  Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps

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• August 18, 2023Artur Sepp – 17/08/23

  Quant says high volatility requires pricing and risk management models to be revisited

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• August 04, 2023Julien Guyon – 01/08/23

  ​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias

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• May 19, 2023Jan Rosenzweig – 16/05/23

  Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios

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• March 28, 2023Barzykin and Guéant – 28/03/23

  Industry quant teams up with academics to build better risk tools for FX markets

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• January 24, 2023Valer Zetocha – 16/01/23

  Julius Baer equity quant revels in solving problems for the trading desk.

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• December 13, 2022Igor Halperin – 08/12/22

  Igor Halperin talks with Mauro Cesa

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