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

4.4

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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 73 episodes available.

Quantcast – a Risk.net Cutting Edge podcast episodes:

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
May 03, 2024 Olivier Daviaud 29/04/24
JP Morgan quant discusses his alternative to Greeks decomposition
...more
21min
March 15, 2024 Giorgios Skoufis 11/03/24
Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
...more
44min
August 18, 2023 Artur Sepp – 17/08/23
Quant says high volatility requires pricing and risk management models to be revisited
...more
46min
August 04, 2023 Julien Guyon – 01/08/23
Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias
...more
1h 1min

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 73 episodes available.

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