Quantcast – a Risk.net Cutting Edge podcast
Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
Latest episodes
Mar 15, 2024 • 43min
Giorgios Skoufis 11/03/24
Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
Aug 18, 2023 • 46min
Artur Sepp – 17/08/23
Quant says high volatility requires pricing and risk management models to be revisited
Aug 4, 2023 • 1h
Julien Guyon – 01/08/23
Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias
May 19, 2023 • 21min
Jan Rosenzweig – 16/05/23
Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios
Mar 28, 2023 • 46min
Barzykin and Guéant – 28/03/23
Industry quant teams up with academics to build better risk tools for FX markets
Jan 24, 2023 • 39min
Valer Zetocha – 16/01/23
Julius Baer equity quant revels in solving problems for the trading desk.
Dec 13, 2022 • 40min
Igor Halperin – 08/12/22
Igor Halperin talks with Mauro Cesa
Nov 24, 2022 • 33min
Antonov and Piterbarg – 22/11/22
A discussion around alternatives designed to overcome the pitfalls of neural networks.
Sep 29, 2022 • 17min
Chris Kenyon – 16/09/22
Chris Kenyon: the right way to wrong-way risk and climate risk in XVA
Aug 8, 2022 • 31min
Marc Henrard – 02/08/22
Marc Henrard – 02/08/22 by Quantcast – a Risk.net Cutting Edge podcast
