57 episodes

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

Quantcast – a Risk.net Cutting Edge podcast Quantcast – a Risk.net Cutting Edge podcast

    • Business
    • 5.0 • 11 Ratings

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

    Olivier Daviaud 29/04/24

    Olivier Daviaud 29/04/24

    JP Morgan quant discusses his alternative to Greeks decomposition

    • 20 min
    Giorgios Skoufis 11/03/24

    Giorgios Skoufis 11/03/24

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

    • 43 min
    Artur Sepp – 17/08/23

    Artur Sepp – 17/08/23

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

    • 45 min
    Julien Guyon – 01/08/23

    Julien Guyon – 01/08/23

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

    • 1 hr
    Jan Rosenzweig – 16/05/23

    Jan Rosenzweig – 16/05/23

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

    • 20 min
    Barzykin and Guéant – 28/03/23

    Barzykin and Guéant – 28/03/23

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

    • 45 min

Customer Reviews

5.0 out of 5
11 Ratings

11 Ratings

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