Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
Introduction
00:00 • 3min
How Did You Get Into Tail Risk Management?
03:23 • 4min
Weather Derivatives vs Financial Derivates?
07:32 • 3min
Market Tremors - A Book Review
10:03 • 3min
Is Meanfield Theory in Your Book?
12:39 • 4min
How Meanfield Theory Ends of Getting Implemented
16:15 • 4min
Identifying a Dominant Agent
19:48 • 4min
Dominant Agents Are in the Water in Which We Swim
23:54 • 2min
The Long Term Volatility Suppression in the Asian Market
26:13 • 3min
Tail Risk
29:17 • 3min
How Do You Manage a High Level of Path Dependency in Options?
32:46 • 3min
The Tail Risks in the Rates Market
35:19 • 5min
The Fed's Model of Inflation
40:14 • 3min
Is It Possible for the Fed to Control Inflation at All?
43:34 • 2min
Is the Delays a Source of Instability?
45:15 • 3min
Is There a Rigidity of Hedging in the Markets?
47:59 • 2min
Tail Risk Hedging
50:24 • 4min
Tail Hedging Is Just a Bag of Tricks
54:04 • 5min
Machine Learning and Tail Risk Management
58:35 • 3min
The Luckiest Break You've Had?
01:01:19 • 3min