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

    AUG 1

    Johannes Muhle-Karbe – 24/07/25

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

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

    JUN 24

    Dario Villani and Kharen Musaelian, 19/06/2025

    Quant finance

    1h 12m
  3. Fabrizio Anfuso podcast 20/05/25

    MAY 23

    Fabrizio Anfuso podcast 20/05/25

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

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

    MAR 27

    Sokol, Lyashenko, Mercurio 25/03/25

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

    1h 2m
  5. 11/12/24 Risk Podcast - Alexei Kondratyev

    12/19/2024

    11/12/24 Risk Podcast - Alexei Kondratyev

    Alexei Kondratyev on quantum computing

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

    10/25/2024

    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.

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

    07/24/2024

    Alvaro Cartea, 19/07/2024

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

    44 min
  8. Artur Sepp – 17/08/23

    08/18/2023

    Artur Sepp – 17/08/23

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

    46 min
See All (40)

Ratings & Reviews

4.4
out of 5
7 Ratings

About

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

Information

You Might Also Like