Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

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

  1. Johannes Muhle-Karbe – 24/07/25

    ١ أغسطس

    Johannes Muhle-Karbe – 24/07/25

    Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality

    ٤٢ من الدقائق
  2. Dario Villani and Kharen Musaelian, 19/06/2025

    ٢٤ يونيو

    Dario Villani and Kharen Musaelian, 19/06/2025

    Quant finance

    ١ س ١٢ د
  3. Fabrizio Anfuso podcast 20/05/25

    ٢٣ مايو

    Fabrizio Anfuso podcast 20/05/25

    BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae

    ٣٧ من الدقائق
  4. Sokol, Lyashenko, Mercurio 25/03/25

    ٢٧ مارس

    Sokol, Lyashenko, Mercurio 25/03/25

    Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves

    ١ س ٢ د
  5. 11/12/24 Risk Podcast - Alexei Kondratyev

    ١٩‏/١٢‏/٢٠٢٤

    11/12/24 Risk Podcast - Alexei Kondratyev

    Alexei Kondratyev on quantum computing

    ٥٠ من الدقائق
  6. Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

    ٢٥‏/١٠‏/٢٠٢٤

    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.

    ٢٩ من الدقائق
  7. Alvaro Cartea, 19/07/2024

    ٢٤‏/٠٧‏/٢٠٢٤

    Alvaro Cartea, 19/07/2024

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

    ٤٤ من الدقائق
  8. Artur Sepp – 17/08/23

    ١٨‏/٠٨‏/٢٠٢٣

    Artur Sepp – 17/08/23

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

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

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

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