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

    8월 1일

    Johannes Muhle-Karbe – 24/07/25

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

    42분
  2. Dario Villani and Kharen Musaelian, 19/06/2025

    6월 24일

    Dario Villani and Kharen Musaelian, 19/06/2025

    Quant finance

    1시간 12분
  3. Fabrizio Anfuso podcast 20/05/25

    5월 23일

    Fabrizio Anfuso podcast 20/05/25

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

    37분
  4. Sokol, Lyashenko, Mercurio 25/03/25

    3월 27일

    Sokol, Lyashenko, Mercurio 25/03/25

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

    1시간 2분
  5. 11/12/24 Risk Podcast - Alexei Kondratyev

    2024. 12. 19.

    11/12/24 Risk Podcast - Alexei Kondratyev

    Alexei Kondratyev on quantum computing

    50분
  6. Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

    2024. 10. 25.

    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.

    29분
  7. Alvaro Cartea, 19/07/2024

    2024. 07. 24.

    Alvaro Cartea, 19/07/2024

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

    44분
  8. Artur Sepp – 17/08/23

    2023. 08. 18.

    Artur Sepp – 17/08/23

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

    46분
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Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.

정보

  • 제작진
    Quantcast – a Risk.net Cutting Edge podcast
  • 방송 연도
    2018년 - 2025년
  • 에피소드
    40
  • 등급
    전체 연령 사용가
  • 저작권
    © All rights reserved
  • 웹사이트 보기
    Quantcast – a Risk.net Cutting Edge podcast

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