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.
Episodes
Mentioned books
Mar 2, 2018 • 36min
Fabio Mercurio – 26/02/18
Post-Libor environment and financial crime detection to drive future research, says top quant
Feb 9, 2018 • 17min
Giorgia Callegaro, Lucio Fiorin and Martino Grasselli – 30/01/18
Giorgia Callegaro, Lucio Fiorin and Martino Grasselli, authors of 'American quantized calibration in stochastic volatility', introduce a pricing model for European and American-style options with stochastic volatility.
Jan 25, 2018 • 35min
Damiano Brigo – 22/01/18
Damiano Brigo, chair of mathematical finance at Imperial College London, shares his thoughts on the lost causes, the present role and the future prospects of quantitative finance.
