Alexei Kondratyev on quantum computing저자 Quantcast – a Risk.net Cutting Edge podcast

Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.저자 Quantcast – a Risk.net Cutting Edge podcast

Oxford-Man Institute director worries ML-based trading could have anti-competitive effects저자 Quantcast – a Risk.net Cutting Edge podcast

JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium저자 Quantcast – a Risk.net Cutting Edge podcast

JP Morgan quant discusses his alternative to Greeks decomposition저자 Quantcast – a Risk.net Cutting Edge podcast

Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps저자 Quantcast – a Risk.net Cutting Edge podcast

Quant says high volatility requires pricing and risk management models to be revisited저자 Quantcast – a Risk.net Cutting Edge podcast

​​​​​​​Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias저자 Quantcast – a Risk.net Cutting Edge podcast

Portfolio manager and academic researcher talks about how his technique applies to LDI portfolios저자 Quantcast – a Risk.net Cutting Edge podcast

Industry quant teams up with academics to build better risk tools for FX markets저자 Quantcast – a Risk.net Cutting Edge podcast

Julius Baer equity quant revels in solving problems for the trading desk.저자 Quantcast – a Risk.net Cutting Edge podcast

Igor Halperin talks with Mauro Cesa저자 Quantcast – a Risk.net Cutting Edge podcast

A discussion around alternatives designed to overcome the pitfalls of neural networks.저자 Quantcast – a Risk.net Cutting Edge podcast

Chris Kenyon: the right way to wrong-way risk and climate risk in XVA저자 Quantcast – a Risk.net Cutting Edge podcast

Marc Henrard – 02/08/22 by Quantcast – a Risk.net Cutting Edge podcast저자 Quantcast – a Risk.net Cutting Edge podcast

Gordon Ritter – 24/06/22 by Quantcast – a Risk.net Cutting Edge podcast저자 Quantcast – a Risk.net Cutting Edge podcast

Lipton on automated FX market-making and the perils of stablecoins저자 Quantcast – a Risk.net Cutting Edge podcast

JP Morgan quant explains the importance of de-trending training datasets저자 Quantcast – a Risk.net Cutting Edge podcast

Clearing house is “seriously considering” contributing to own default waterfall저자 Quantcast – a Risk.net Cutting Edge podcast

Gordon Lee – 11/02/22 by Quantcast – a Risk.net Cutting Edge podcast저자 Quantcast – a Risk.net Cutting Edge podcast

Applied maths professor talks about how to calculate the contributions to value-at-risk저자 Quantcast – a Risk.net Cutting Edge podcast

Oxford-Man Institute quant, Stefan Zohren, shows how to use deep learning for forecasting저자 Quantcast – a Risk.net Cutting Edge podcast

Antonov on pricing not-so-vanilla rates products – new model makes it easier to coherently price correlated derivatives저자 Quantcast – a Risk.net Cutting Edge podcast

Quants achieve more speed by reducing number of dimensions in price calculations저자 Quantcast – a Risk.net Cutting Edge podcast

TCA methodologies that ignore partial fills “might be off by 20% to 30%”, says Petter Kolm, professor of finance and director of the Mathematics in Finance master’s program at NYU’s Courant Institute of Mathematical Sciences저자 Quantcast – a Risk.net Cutting Edge podcast