57 episodes
Quantcast – a Risk.net Cutting Edge podcast Quantcast – a Risk.net Cutting Edge podcast
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- Business
Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
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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
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Jan Rosenzweig – 16/05/23
Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios
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Barzykin and Guéant – 28/03/23
Industry quant teams up with academics to build better risk tools for FX markets