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Quantcast – a Risk.net Cutting Edge podcast에서 제공하는 콘텐츠입니다. 에피소드, 그래픽, 팟캐스트 설명을 포함한 모든 팟캐스트 콘텐츠는 Quantcast – a Risk.net Cutting Edge podcast 또는 해당 팟캐스트 플랫폼 파트너가 직접 업로드하고 제공합니다. 누군가가 귀하의 허락 없이 귀하의 저작물을 사용하고 있다고 생각되는 경우 여기에 설명된 절차를 따르실 수 있습니다 https://ko.player.fm/legal.
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Quantcast – a Risk.net Cutting Edge podcast
모두 재생(하지 않음)으로 표시
Manage series 2085840
Quantcast – a Risk.net Cutting Edge podcast에서 제공하는 콘텐츠입니다. 에피소드, 그래픽, 팟캐스트 설명을 포함한 모든 팟캐스트 콘텐츠는 Quantcast – a Risk.net Cutting Edge podcast 또는 해당 팟캐스트 플랫폼 파트너가 직접 업로드하고 제공합니다. 누군가가 귀하의 허락 없이 귀하의 저작물을 사용하고 있다고 생각되는 경우 여기에 설명된 절차를 따르실 수 있습니다 https://ko.player.fm/legal.
Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
…
continue reading
66 에피소드
모두 재생(하지 않음)으로 표시
Manage series 2085840
Quantcast – a Risk.net Cutting Edge podcast에서 제공하는 콘텐츠입니다. 에피소드, 그래픽, 팟캐스트 설명을 포함한 모든 팟캐스트 콘텐츠는 Quantcast – a Risk.net Cutting Edge podcast 또는 해당 팟캐스트 플랫폼 파트너가 직접 업로드하고 제공합니다. 누군가가 귀하의 허락 없이 귀하의 저작물을 사용하고 있다고 생각되는 경우 여기에 설명된 절차를 따르실 수 있습니다 https://ko.player.fm/legal.
Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.
…
continue reading
66 에피소드
모든 에피소드
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Quantcast – a Risk.net Cutting Edge podcast

Quant finance
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Quantcast – a Risk.net Cutting Edge podcast

BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
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Quantcast – a Risk.net Cutting Edge podcast

Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
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Quantcast – a Risk.net Cutting Edge podcast

Lyudmil Zyapkov on modelling forward variance skew
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Quantcast – a Risk.net Cutting Edge podcast

Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
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Quantcast – a Risk.net Cutting Edge podcast

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Quants achieve more speed by reducing number of dimensions in price calculations
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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 Sciences
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