59 episodes
Quantcast – a Risk.net Cutting Edge podcast Quantcast – a Risk.net Cutting Edge podcast
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- Business
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5.0 • 11 Ratings
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Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
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Alvaro Cartea, 19/07/2024
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects
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Lorenzo Ravagli, 09/07/2024
JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium
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Olivier Daviaud 29/04/24
JP Morgan quant discusses his alternative to Greeks decomposition
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Giorgios Skoufis 11/03/24
Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
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Artur Sepp – 17/08/23
Quant says high volatility requires pricing and risk management models to be revisited
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Julien Guyon – 01/08/23
Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias